Contoh Simpulan Saran ESTIMATOR PARAMETER TERBAIK PADA DISTRIBUSI STABLE

pada estimator Hint dengan yang berlaku untuk setiap yang diperiksa yaitu .

4.2 Contoh

Menggunakan data return harian dari saham TLKM dengan nama TLKMRETURN2, sebanyak 50 buah sampel yang mulai pada 20 Oktober 2011 sampai 30 Desember 2011. Hasil scatter plot dan histogram data TLKMRETURN2 disajikan pada Gambar 4.9. Gambar 4.9 Scatter plot dan Histogram Data TLKMRETURN2 Diperoleh hasil sebagai berikut. Gambar 4.10 Hasil Estimasi data TLKMRETURN2 Representasi dari hasil yang diperoleh adalah sebagai berikut. ̂ ̂ ̂ ̂ ̂ ̂ ̂ ̂ Disebutkan bahwa estimator dengan standart error terkecil adalah estimator Hint dengan ̂ dan ̂ . 84 BAB 5 PENUTUP

5.1 Simpulan

Berdasarkan hasil pembahasan pada Bab 4, diperoleh simpulan bahwa berdasarkan estimator yang dipilih untuk digunakan yaitu estimator Hill, estimator Hint, dan estimator McCulloch, dengan kriteria Mean Squared Error MSE diperoleh hasil bahwa MSE minimal dengan ukuran sampel optimum terjadi pada estimator Hint dengan yang berlaku untuk setiap yang diperiksa yaitu .

5.2 Saran

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2.00 2.439