KOMPUTASI STATISTIKA

Disusun untuk memenuhi tugas mata kuliah Komputasi Statistika

Dosen Pengampu : Dr. Eni Sumarminingsih, S.Si., M.M.

Oleh :
Kelompok 5
Devi Azarina Manzilir Rohmah (206090500011001)
Diego Irsandy (206090500011006)
Djihan Wahyuni (2046000216)
Wulaida Rizky Fitrilia (2046000219)

PROGRAM STUDI MAGISTER STATISTIKA

JURUSAN STATISTIKA
FAKULTAS MATEMATIKA DAN ILMU PENGETAHUAN ALAM
UNIVERSITAS BRAWIJAYA
MALANG
2021
 SOAL
Bangkitkan 10.000 variabel acak yang menyebar secara “Triangular”, dengan fungsi berikut
menggunakan Acceptance Rejection Method (ARM).
x−1

{
, 1≤ x ≤ 4
12
f ( x )= 9 − x
,4≤ x≤9
20
0 , selainnya

JAWABAN
1. Perhitungan Manual
2. Software R
 Script Software R
library(dplyr)

#Memasukkan Fungsi
fungsi5 <- function(x){
bb <<- 1
ba <<- 9
d <<- 4
y <- NULL
for (i in 1:length(x)){
if (x[i] >= bb & x[i] < d ){
y[i] <- (x[i] - 1)/12
} else if (x[i] >= d & x[i] <= ba){
y[i] <- (9 - x[i])/20
} else {
y[i] <- 0
}
}
return(y)
}
#==================================================================#
#Plot XY dan Menentukan Nilai M
{
x <- seq(from = 0, to = 10 , by = 0.5)
y <- fungsi5(x)
plot(x = x, y = y, type = "l",
col = "dark red", lwd = 2, xlab = "x", ylab = "f(x)")
M <- max(y); M
}
#==================================================================#
#Membangkitkan Peubah Acak
df <- data.frame(); count <- 0
while (count < 10000) {
Kep <- ""
R <- runif(2,0,1)
xstar <- bb + (ba - bb) * R[1]
f.xstar <- fungsi5(xstar)
Kep <- ifelse(R[2] <= f.xstar / M, "Accepted", "Rejected")

x <- data.frame(R1 = R[1], R2= R[2],

xstar = xstar, f.xstar = f.xstar,
Keputusan = Kep)
df <- rbind(df, x)
count <- df %>%
filter(Keputusan == "Accepted") %>%
nrow()
}

nrow(df)
head(df,10)

df %>%
filter(Keputusan == "Accepted") %>%
head(10)

df %>%
filter(Keputusan == "Accepted") %>%
pull(xstar) %>%
hist(main = "Histogram Data Bangkitan", breaks = 0:10)
 Penjelasan Script Software R
No. Source Code Penjelasan
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 Output Software R
> library(dplyr)
>
> #Memasukkan Fungsi
> fungsi5 <- function(x){
+ bb <<- 1
+ ba <<- 9
+ d <<- 4
+ y <- NULL
+ for (i in 1:length(x)){
+ if (x[i] >= bb & x[i] < d ){
+ y[i] <- (x[i] - 1)/12
+ } else if (x[i] >= d & x[i] <= ba){
+ y[i] <- (9 - x[i])/20
+ } else {
+ y[i] <- 0
+ }
+ }
+ return(y)
+ }
> #==================================================================#
> #Plot XY dan Menentukan Nilai M
> {
+ x <- seq(from = 0, to = 10 , by = 0.5)
+ y <- fungsi5(x)
+ plot(x = x, y = y, type = "l",
+ col = "dark red", lwd = 2, xlab = "x", ylab = "f(x)")
+ M <- max(y); M
+ }
[1] 0.25
> #==================================================================#
> #Membangkitkan Peubah Acak
> df <- data.frame(); count <- 0
> while (count < 10000) {
+ Kep <- ""
+ R <- runif(2,0,1)
+ xstar <- bb + (ba - bb) * R[1]
+ f.xstar <- fungsi5(xstar)
+ Kep <- ifelse(R[2] <= f.xstar / M, "Accepted", "Rejected")
+
+ x <- data.frame(R1 = R[1], R2= R[2],
+ xstar = xstar, f.xstar = f.xstar,
+ Keputusan = Kep)
+ df <- rbind(df, x)
+ count <- df %>%
+ filter(Keputusan == "Accepted") %>%
+ nrow()
+ }
>
> nrow(df)
[1] 20056
> head(df,10)
R1 R2 xstar f.xstar Keputusan
1 0.6340730 0.6278747 6.072584 0.14637082 Rejected
2 0.2399080 0.3037764 2.919264 0.15993867 Accepted
3 0.1078404 0.4393013 1.862723 0.07189361 Rejected
4 0.4284939 0.8549380 4.427951 0.22860243 Accepted
5 0.3604782 0.2858800 3.883825 0.24031879 Accepted
6 0.7307603 0.4823934 6.846083 0.10769587 Rejected
7 0.5910222 0.9747402 5.728178 0.16359111 Rejected
8 0.8611306 0.8731174 7.889045 0.05554777 Rejected
9 0.8911275 0.4120257 8.129020 0.04354901 Rejected
10 0.7192885 0.2887222 6.754308 0.11228461 Accepted
>
>
> df %>%
+ filter(Keputusan == "Accepted") %>%
+ head(10)
R1 R2 xstar f.xstar Keputusan
1 0.23990800 0.3037764 2.919264 0.15993867 Accepted
2 0.42849392 0.8549380 4.427951 0.22860243 Accepted
3 0.36047819 0.2858800 3.883825 0.24031879 Accepted
4 0.71928847 0.2887222 6.754308 0.11228461 Accepted
5 0.51128960 0.3359755 5.090317 0.19548416 Accepted
6 0.03853952 0.1023425 1.308316 0.02569302 Accepted
7 0.34775414 0.1612560 3.782033 0.23183609 Accepted
8 0.38618372 0.9077515 4.089470 0.24552651 Accepted
9 0.57836369 0.6517089 5.626909 0.16865453 Accepted
10 0.42976167 0.5825213 4.438093 0.22809533 Accepted
>
> df %>%
+ filter(Keputusan == "Accepted") %>%
+ pull(xstar) %>%
+ hist(main = "Histogram Data Bangkitan", breaks = 0:10)
>