Analisis Korespondensi untuk Pemetaan Persepsi

Correspondence analysis used to investigate the relationship between two or more qualitative variables. This technique could shrink the dimensions of variables and describe the profile vector of rows and columns of a matrix vector data from the contingency table. Target correspondence analysis is to show the relationship variables rows and columns as well as visualization variables in R2-dimensional space, using the Chi square of the distance definition in sub-Euclidean space

Penerapan Grafik Pengendalian Demerit terhadap Data Kualitatatif

A product is represented as inappropriate considered into minor category up to critical, which than given by weight at characteristic of the inappropriate as a according to its importance level. Ploting all amount of inappropriate at one controller graph regardless of type will mislead. To solve it used by graph controller of demerit. Analysis step represent one of the operational step in program operation of quality with a purpose to understand stability and capability of proces wich underway. Expectation of phase analyse can identify the root problem that caused incidence of variation of quality so that can be continued to repair phase. To understand the stability and capability of process which underway can be depicted with controller graph and analysis its. At this article will be studied demerit graph controller and analysis of capability at data qualitative

Uji Komparatif Terhadap Dua Statistik Uji Type Kolmogorov Smirnov

In several statistics handbooks of statistics gave the following formula for the computation of the Kolmogorov goodness of fit statistic is . And the alternative formula test statistic to measure distance for two distribution functions is used For actual data, the difference is likely to be less than the upper bound. This form makes it clear that an upper bound on the difference between these two formulas is For example, for N = 20, the upper bound on the difference between these two formulas is 0.05 For N = 100, the upper bound is 0.01. In practice, to large sample sizes (say N ≥ 50), these formulas are essentially equivalent

Analisis Variabel Kanonik Biplot Untuk Bank Umum Di Jawa Tengah

Bank Competition in Indonesia increase due to good economic growth and the improvement of the social middle class in Indonesia. Increased bank raises the fierce competition between banks and internal banks themselves. This makes the management of the bank should work seriously to maintain its existence. In this case the assessment of the bank become very important in the banking business to survive in today's banking industry. This study was conducted to determine the competitive commercial banks operating in Central Java with the Canonical Variate Analysis (CVA) Biplot. This analysis can be applied to find out information about the relative position, the similarity between the object characteristics and diversity of variables in the three groups of commercial banks in Central Java, namely state-owned banks, private banks and private banks Non Foreign Exchange, based on the health aspects of the bank. The results obtained are the banks in each group had different characteristics shown in the relative position of the already well-separated in the resulting biplot. Variables that tend to influence the grouping of commercial banks are Capital Adequacy Ratio (CAR). The total assets is variable with the highest level of prediction accuracy on each bank

Pengukuran Risiko Pada Retensi Optimal Untuk Reasuransi Stop Loss Dengan Value at Risk

Reinsurance is an effective risk management tool for an insurer to minimize the risk of loss. Optimization criteria is based in a minimum VaR of the total risk of in insurer, to derive the optimal retention in stop loss reinsurance. The resulting optimal solution of optimization criterion has several important characteristics, such as: the optimal retention has a very simple analytic form; the optimal retention depends only on the assumed loss distribution and the reinsurer's loading factor; if optimal solution exist, then VaR based optimization criteria yield the same optimal retentions; there exist a exceeds risk tolerance level which the insurer optimally should not reinsure her risks. The approach allows us to obtain different results of the optimization problem depends on the measurement of risk used. Furthermore, with optimal retention of risk measurement and minimum of VaR to the total risk, the companies be able to minimize or reduce the loss ratio of claims own retention ceding company. One way to show the existence of an optimal retention used survival function distribution exponensial

Aplikasi Metode Momen Probabilitas Terboboti Untuk Estimasi Parameter Distribusi Pareto Terampat Pada Data Curah Hujan (Studi Kasus : Data Curah Hujan Di Kota Semarang Tahun 2004-2013)

The method used to analyze the extreme rainfall is Extreme Value Theory (EVT). One of the approaches in the EVT is Peak Over Threshold (POT) which follows the Generalized Pareto Distribution (GPD). The shape and scale parameter estimates obtained using the method of probability weighted moment. The results of this research were presumptive maximum value within a period of 1 year to the period 2004 to 2013 showed that year 2009/2010 has the possibility of extreme value compared with other years. Also obtained Mean Absolute Percentage Error values ( MAPE ) of 33.19 %. This result is a big difference because the MAPE values above 10 %, thus allowing the emergence of extreme values

Penentuan Value at Risk Saham Kimia Farma Pusat Melalui Pendekatan Distribusi Pareto Terampat

Each investment object being traded in the stock market will get return that it has risk potential. Return and risk has mutual correlation that equilibrium. If the risk is high, then it obtains high return and vice versa. Risk management is the desain and implementation procedure for controlling risk. Value at Risk (VaR) is instrument to analyze risk management. Financial time series data for return data is assumed that it has heavy tail distribution and heteroscedasticity case (volatility clustering). Time series model that used to modelling this condition are Autoregressive Conditional Heteroscedasticity (ARCH) and Generalized Autoregresive Conditional Heteroscedasticity (GARCH), while Value at Risk calculation is used Generalized Pareto Distribution (GPD) approach. This research uses return data from stock closing prices of Kimia Farma Pusat period October 2009 until September 2014. The best ARCH-GARCH model is ARIMA(0,1,1) GARCH(1,2) model because the parameters are significant and it has the smallest AIC value. Risk calculation that is gotten with GPD approach if invest in Kimia Farma Pusat with interval confidence 95% is 13.6928% rupiah from current asset

Model Curah Hujan Ekstrem di Kota Semarang Menggunakan Estimasi Moment Probabilitas Terboboti

The methods is used to analyze extreme rainfall is the Extreme Value Theory (EVT). One of the approaches of EVT is the Block Maxima (BM) which it follows the distribution of Generalized Extreme Value (GEV). In this study, the dasarian rainfall data of 1990-2013 in the Semarang City is divided based on block monthly and examined in October, November, December, January, February, March and April. The resulted blocks are 24 with 3 observations each block. Parameter shape, location and scale are estimated Probability Weight Moments (PWM) methodes The result of this study are January has the greatest occurrence chance of extreme value, estimated of parameter shape 0,3840564, location 138,8152989 and scale 68,6067117. In addition, the alleged maximum value of dasarian rainfall obtained in a period of 2, 3, 4, 5 and 6 years are 243,45753 mm, 308,23559 mm, 357,26996 mm, 397,96557 mm and 433,28889 mm respectively