KUMPULAN RUMUS MPS UTS SEMESTER 3

Politeknik Statistika STIS Angkatan 63

Simple Stratified Random Strata ke-h Populasi

Random WR WOR Sampling
𝑛ℎ 𝐿
Sampling Rata-rata 1
𝑛 ȳℎ = ∑ 𝑦ℎ𝑖 ȳ𝑠𝑡 = ∑ 𝑊ℎ ȳℎ
All Posible Sample 𝑁 𝐶𝑛𝑁 𝑛ℎ
𝑖=1 ℎ=1
𝑛 𝑛
Rata-rata 1 1 2 𝐿
ȳ = ∑ 𝑦𝑖 ȳ = ∑ 𝑦𝑖 Varians rata-rata 𝑠ℎ
𝑛 𝑛 𝑣(ȳ) = [1 − 𝑓ℎ ] 𝑣[ȳ(𝑠𝑡)] = ∑ 𝑊(ℎ)2. 𝑣[ȳ(ℎ)]
𝑖=1 𝑖=1 𝑛ℎ
𝑛 𝑛
Varians 1 1 ℎ=1
𝑠2 = ∑[𝑦𝑖 − ȳ]2 𝑠2 = ∑[𝑦𝑖 − ȳ]2 𝑛ℎ 𝑁ℎ
(𝑛 − 1) (𝑛 − 1) 𝑓ℎ = 𝑊ℎ =
𝑖=1 𝑖=1 𝑁ℎ 𝑁
2 2
Varians rata-rata 𝑠 (𝑁 − 𝑛) 𝑠 Total 𝐿
𝑣(ȳ) = 𝑣(ȳ) =
𝑛 𝑁 𝑛 Ŷ = 𝑁ℎ . ȳℎ Ŷ = 𝑁. ȳ𝑠𝑡 = ∑ Ŷℎ
ℎ=1
Total Ŷ = 𝑁ȳ 𝐿
Varians Total 𝑣(Ŷ) = 𝑁 2 [𝑣(ȳ)] Varians Total 2
𝑣(Ŷℎ ) = 𝑁(ℎ) . 𝑣(ȳℎ ) 2
𝑣(Ŷ𝑠𝑡 ) = 𝑁 . 𝑣[ȳ𝑠𝑡 ] = ∑ 𝑣(Ŷℎ )
𝑛 ℎ=1
Proporsi 1 𝑎 𝑛ℎ 𝐿 𝐿
𝑝= ∑ 𝑦𝑖 = 1 𝑎ℎ 𝑁ℎ
𝑛 𝑛 Proporsi 𝑝ℎ = ∑ 𝑦ℎ𝑖 = 𝑝𝑠𝑡 = ∑ . 𝑝 = ∑ 𝑊ℎ . 𝑝ℎ
𝑖=1
𝑎 𝑛ℎ 𝑛ℎ 𝑁 ℎ
𝑖=1 ℎ=1 ℎ=1
𝑦𝑖 = 1 𝑎𝑡𝑎𝑢 0, 𝑚𝑎𝑘𝑎 𝑝 = 𝑝ℎ 𝑞ℎ
𝑛 Varians Proporsi 𝐿
𝑣(𝑝ℎ ) = (1 − 𝑓ℎ )
(𝑛ℎ − 1) 𝑣(𝑝𝑠𝑡 ) = ∑ 𝑊ℎ 2 . 𝑣(𝑝ℎ )
Total dengan Ŷ = 𝑁𝑝 ℎ=1
Karakteristik
Standar Error
𝑠𝑒(𝜃̂ ) = √𝑣𝑎𝑟(𝜃̂ ) 𝑠𝑒(𝜃̂ ) = √𝑣𝑎𝑟(𝜃̂ )
Varians Populasi 𝑝𝑞 (𝑁 − 𝑛) 𝑝𝑞
𝑣(𝑝) = 𝑣(𝑝) = RSE 𝑠𝑒(𝜃̂ ) 𝑠𝑒(𝜃̂ )
(𝑛 − 1) 𝑁 (𝑛 − 1) 𝑅𝑆𝐸(𝜃̂ ) = . 100% 𝑅𝑆𝐸(𝜃̂ ) = . 100%
𝜃̂ 𝜃̂
Standar Error CI ̂ ̂
𝑃(𝜃 − 𝑑 < # < 𝜃 + 𝑑) = 1 − 𝛼 ̂ ̂
𝑃(𝜃 − 𝑑 < # < 𝜃 + 𝑑) = 1 − 𝛼
𝑠𝑒(𝜃̂ ) = √𝑣𝑎𝑟(𝜃̂ ) 𝑠𝑒(𝜃̂ ) = √𝑣𝑎𝑟(𝜃̂ )
Catatan Kaki : # = 𝑛𝑖𝑙𝑎𝑖 𝑦𝑔 𝑑𝑖𝑒𝑠𝑡𝑖𝑚𝑎𝑠𝑖(ȳ, Ŷ) 𝑑 = 𝑠𝑒(𝜃̂ )Zα/2
𝜃̂ = nilai estimator(μ, Y)

SIMPLE RANDOM SAMPLING (SAMPLE SIZE)

varians dari peneliti terdahulu diketahui (s^2) Presisi relative dan Koefisien Variasi Dengan Proporsi
WR WOR WR WOR WR WOR
2 2 2 2 2 2
2 2 2
(𝑍𝛼 ) . 𝑠 𝑁 (𝑍𝛼 ) . 𝑠 (𝑍𝛼 ) . 𝐶 𝑁(𝑍𝛼 ) .𝐶 2 (𝑍𝛼 ) . 𝑃𝑄 𝑁 (𝑍𝛼 ) . 𝑃𝑄
2 2 2 2 2 2
𝑛0 = 𝑛= 𝑛0 = 𝑛= 2 ; 𝑛0 = 𝑛=
𝑑2 2
𝑑′2 𝑑2 2
𝑁𝑑 2 + (𝑍𝛼 ) . 𝑠 2 𝑁𝑑′2 +(𝑍𝛼 ) .𝐶 2 𝑁𝑑 2 + (𝑍𝛼 ) . 𝑃𝑄
2
2 2
𝑑
𝑛0
𝑑′ =
𝑥̅
Hubungan antara n dan 𝑛0 𝑛= 𝑛 𝑠
1+ 𝑁0 𝐶=
𝑥̅
STRATIFIED RANDOM SAMPLING
𝐿 ∑𝐿ℎ=1 𝑁ℎ2 𝑆ℎ2 𝑛 𝑑
𝑛= 𝑑𝑖𝑚𝑎𝑛𝑎 𝑛ℎ = 𝑑𝑎𝑛 𝐷 =
𝑁 2 𝐷2 + ∑𝐿ℎ=1 𝑁ℎ 𝑆ℎ2 𝐿 𝑍𝛼
ALOKASI SAMA 2
𝐿 𝐿
[ nh1 = nh2 = ... nhL ] (WOR) 𝑣(𝑦̅𝑠𝑡) = ( ∑𝐿ℎ=1 𝑊ℎ2 (1 − 𝑓ℎ )𝑠ℎ2 ) (WR) 𝑣(𝑦̅𝑠𝑡) = ( ∑𝐿ℎ=1 𝑊ℎ2 𝑠ℎ2 )
𝑛 𝑛

𝑁 ∑𝐿ℎ=1 𝑁ℎ 𝑆ℎ2 𝑁ℎ 𝑑
𝑛= 𝑑𝑖𝑚𝑎𝑛𝑎 𝑛ℎ = .𝑛 𝑑𝑎𝑛 𝐷 =
ALOKASI 𝑁 2𝐷 2 + ∑𝐿ℎ=1 𝑁ℎ 𝑆ℎ2 𝑁 𝑍𝛼
2
SEBANDING (1−𝑓) 1
(WOR) 𝑣(𝑦̅𝑠𝑡) = ( ∑𝐿ℎ=1 𝑊ℎ 𝑠ℎ2 ) (WR) 𝑣(𝑦̅𝑠𝑡) = ( ∑𝐿ℎ=1 𝑊ℎ 𝑠ℎ2 )
[ fh = f ] 𝑛 𝑛

(∑𝐿ℎ=1 𝑁ℎ 𝑆ℎ )2 𝑁ℎ 𝑆ℎ
𝑛= 𝑑𝑖𝑚𝑎𝑛𝑎 𝑛ℎ = 𝐿 .𝑛
ALOKASI 𝑁 2𝐷 2 + ∑𝐿ℎ=1 𝑁ℎ 𝑆ℎ2 ∑ℎ=1 𝑁ℎ 𝑆ℎ
NEYMAN 1 1
[ biaya setiap strata sama ] (WOR) 𝑣(𝑦̅𝑠𝑡) = ( ∑𝐿ℎ=1(1 − 𝑓ℎ )𝑁ℎ 𝑆ℎ ) . ( ∑𝐿ℎ=1 𝑁ℎ 𝑆ℎ ) (WR) 𝑣(𝑦̅𝑠𝑡) = (∑𝐿ℎ=1 𝑁ℎ 𝑆ℎ )2
𝑁2𝑛 𝑁2𝑛
𝑠ℎ
𝑁ℎ 𝐿
C = total biaya √𝐶ℎ
𝑛ℎ = .𝑛 𝑑𝑎𝑛 𝐶 = 𝐶0 + ∑ 𝐶ℎ 𝑛ℎ
Ch = biaya/elemen utk strata ke-h 𝑆
C0 = biaya yg tdk dipengaruhi oleh desain sampling ∑𝐿ℎ=1 𝑁ℎ ℎ ℎ=1
√𝐶ℎ
ALOKASI Fixed Variance Minimum Cost Fixed Cost Minimum Varians
OPTIMUM
(∑𝐿ℎ=1 𝑁ℎ 𝑆ℎ √𝑐ℎ )(∑𝐿ℎ=1 𝑁ℎ 𝑆ℎ / √𝑐ℎ ) (∑𝐿ℎ=1 𝑁ℎ 𝑆ℎ / √𝑐ℎ )
𝑛= 𝑛= (𝐶 − 𝐶0 )
𝑁 2 𝐷2 + ∑𝐿ℎ=1 𝑁ℎ 𝑆ℎ2 (∑𝐿ℎ=1 𝑁ℎ 𝑆ℎ √𝑐ℎ )
1 1 2
(WOR) 𝑣(𝑦̅𝑠𝑡) = (∑𝐿ℎ=1(1 − 𝑓ℎ )𝑁ℎ 𝑠ℎ / √𝐶ℎ )(∑𝐿ℎ=1 𝑁ℎ 𝑆ℎ / √𝐶ℎ ) (WR) 𝑣(𝑦̅𝑠𝑡) = (∑𝐿ℎ=1 𝑁ℎ 𝑆ℎ / √𝑐ℎ )
𝑁2 𝑛 𝑁2𝑛
 Systematic Sampling Stratified PPS
Probability selection 𝑋ℎ𝑖
unit ke-I pada strata 𝑃ℎ𝑖 =
𝑘
ke-h 𝑋ℎ
1
I 𝑉(𝑦̅𝑠𝑦 ) = ∑(𝑦̅ − 𝑌̅) 2
𝑘 Fraksi sampling unit 𝑋ℎ𝑖
𝑖=1
𝑓ℎ𝑖 = 𝜋ℎ𝑖 = 𝑝ℎ𝑖 . 𝑛ℎ = .𝑛
ke-I strata ke-h 𝑋ℎ ℎ

𝑁 − 1 2 𝑘(𝑛 − 1) 2
𝑉(𝑦̅𝑠𝑦 ) = 𝑆 − 𝑆𝑤𝑠𝑦
𝑁 𝑁
Keterangan :
Varians 𝑘 𝑛 Estimasi total 𝑛ℎ 𝑛ℎ
penduga rata- 2
1 2 karakteristik strata ke- 𝑦ℎ𝑖 1 𝑦ℎ𝑖
II 𝑆𝑤𝑠𝑦 = ∑ ∑(𝑦𝑖𝑗 − 𝑦̅𝑖 ) 𝑌̂ℎ = ∑ = ∑
rata 𝑘(𝑛 − 1) h 𝜋ℎ𝑖 𝑛ℎ 𝑝ℎ𝑖
𝑖 𝑗 𝑖=1 𝑖=1
𝑘 𝑛
1 2
𝑆2 = ∑ ∑(𝑦𝑖𝑗 − 𝑌̅)
𝑁−1
𝑖 𝑗
𝑠2 𝑁 − 1
𝑉(𝑦̅𝑠𝑦 ) = [1 + (𝑛 − 1)𝜌]
𝑛 𝑁
𝑘 𝑛
III 2 𝑁
𝜌= ∑ ∑(𝑦𝑖𝑗 − 𝑌̅)(𝑦𝑖𝑗 ′ − 𝑌̅)
𝑘𝑛(𝑛 − 1) ′
(𝑁 − 1)𝑆 2 Estimasi varians total 𝑛ℎ
𝑖=1 𝑗<𝑗 1 𝑦ℎ𝑖 2
karakteristik strata ke- 𝑣(𝑌̂ℎ ) = ∑ ( − 𝑌̂ℎ )
h 𝑛ℎ (𝑛ℎ − 1) 𝑝ℎ𝑖
Rata-rata 𝑖=1
sampel untuk 1
sampel 𝑦̅𝑖 = ∑ 𝑦𝑖𝑗
sistematik ke- 𝑛
i
𝑛 𝑛ℎ 𝑛ℎ
2 Estimasi total 𝐿 𝐿 𝐿
n 1−𝑓 𝑦ℎ𝑖 1 𝑦ℎ𝑖
𝑣(𝑦̅) = 2 ∑(𝑦2𝑖 − 𝑦2𝑖−1 )2 karakteristik populasi 𝑌̂𝑠𝑡 = ∑ 𝑌̂ℎ = ∑ ∑ =∑ ∑
genap 𝑛 𝜋ℎ𝑖 𝑛ℎ 𝑝ℎ𝑖
𝑖=1 ℎ=1 ℎ=1 𝑖=1 ℎ=1 𝑖=1
Paired 𝑛
Selection 2
1−𝑓 𝐿 𝐿 𝑛ℎ
Mode n 𝑣(𝑦̅) = ∑(𝑦2𝑖 − 𝑦2𝑖−1 )2 Estimasi varians total 1 𝑦ℎ𝑖 2
𝑛(2𝑚) 𝑣(𝑌̂)𝑠𝑡 = ∑ 𝑣(𝑌̂ℎ ) = ∑ ∑ ( − 𝑌̂ℎ )
ganjil 𝑖=1 karakteristik populasi 𝑛ℎ (𝑛ℎ − 1) 𝑝ℎ𝑖
𝑛+1 ℎ=1 ℎ=1 ℎ=1
𝑚=
2
𝑛−1 Estimasi rata-rata 𝑌̂
Successive 1−𝑓 karakteristik populasi 𝑦̅𝑠𝑡 =
𝑣(𝑦̅) = ∑(𝑦𝑖+1 − 𝑦𝑖 )2 𝑁
Difference 2𝑛(𝑛 − 1) Estimasi varians rata-
Model 𝑖=1 1
rata karakteristik 𝑣(𝑦̅)𝑠𝑡 = 𝑣(𝑌̂)
populasi 𝑁2

PPS Sampling PPS WOR Des Raj (Orderd)

Cara Pemilihan Sampel Estimasi rata-rata dan
𝑖−1 𝑖−1
varians rata-rata
Kumulatif Peluang 𝑦𝑖 𝑍̂
𝐴𝑅 ≤ 𝑋 𝑍̂𝑖 = ∑ 𝑦𝑘 + (1 − ∑ 𝑝𝑘 ) 𝑧̅ =
terpilih unit i 𝑝𝑖 𝑁
𝑘=1 𝑘=1
𝑣(𝑍̂ )
Systematic 𝑣(𝑧̅) = 2
Linear : 𝐴𝑅1 ≤ 𝐼 𝑁
𝑛 𝑛
Sirkular : 𝐴𝑅1 ≤ 𝑋 Estimasi total 1 1 2
dan varians 𝑍̂ = ∑ 𝑍̂𝑖 ; 𝑣(𝑍̂ ) = ∑(𝑍̂𝑖 − 𝑍̂ )
total 𝑛 𝑛(𝑛 − 1)
Lahiri : 𝐴𝑅 ≤ 𝑁, 𝐴𝑅 ′ ≤ 𝑥𝑖 𝑚𝑎𝑥 𝑖=1 𝑖=1
𝑍̂ bisa disebut 𝑌̂𝐷 (tergantung dosen)
PPS WR (Hansen Hurwutz Estimator) PPS WR dan WOR (Horvitz Thompson Estimator)
𝑁 𝑛
𝑝𝑗 𝑝𝑖 𝑝𝑗
𝜋𝑖 = 𝑝𝑖 + ∑ = 𝑝𝑖 [1 + ∑ ]
Peluang 𝑋𝑖 𝑋𝑖 Estimasi 𝑦𝑖 (1 − 𝑝𝑗 ) (1 − 𝑝𝑖 )
̂𝑖 = 𝑗≠𝑖 𝑗≠𝑖
terpilihnya unit 𝑝𝑖 = = total unit 𝑌 WOR
∑𝑁 𝑋
𝑖=1 𝑖 𝑋 𝑝𝑖 𝑝𝑖 𝑝𝑗 𝑝𝑗 𝑝𝑖 1 1
ke-i ke-i 𝜋𝑖𝑗 = + = 𝑝𝑖 𝑝𝑗 [ + ]
(1 − 𝑝𝑖 ) (1 − 𝑝𝑗 ) (1 − 𝑝𝑖 ) (1 − 𝑝𝑗 )

𝑋𝑖 Sampling 1 𝑋 𝜋𝑖 = 1 − (1 − 𝑝𝑖 )𝑛
Fraksi sampling 𝑓 = 𝜋𝑖 = 𝑝𝑖 ∙ 𝑛 = 𝑛 𝑤= = WR 𝑛
𝑋 weight 𝑓 𝑛𝑋𝑖 𝜋𝑖𝑗 = 𝜋𝑖 + 𝜋𝑗 − [1 − (1 − 𝑝𝑖 − 𝑝𝑗 ) ]
𝑛 𝑛 𝑛
𝑋 1 𝑦𝑖
Estimator total 𝑌̂𝑝𝑝𝑠 = ∑ 𝑤 ∙ 𝑦𝑖 = ∑ ∙𝑦 = ∑ 𝑣
𝑛𝑋𝑖 𝑖 𝑛 𝑝𝑖 Estimator total 𝑦𝑖
pps & Estimator 𝑖=1 𝑖=1 𝑖=1 𝑌̂𝐻𝑇 = ∑
rata-rata 𝑌̂𝑝𝑝𝑠 karakteristik 𝜋𝑖
𝑖=1
𝑦̅𝑝𝑝𝑠 =
𝑁
𝑁
1 𝑦𝑖 2
𝑣 𝑣
𝑉(𝑌̂𝑝𝑝𝑠 ) = ∑ 𝑝𝑖 ( − 𝑌) 1 − 𝜋𝑖
2
𝜋𝑖𝑗 − 𝜋𝑖 𝜋𝑗 𝑦𝑖 𝑦𝑗
𝑛 𝑝𝑖 𝑣(𝑌̂𝐻𝑇 ) = ∑ ( 2 ) 𝑦𝑖2 + ∑ ∑ ( )
𝑖=1
Varians total 𝑛 𝜋𝑖 𝜋𝑖 𝜋𝑗 𝜋𝑖𝑗
𝑠2 1 𝑦𝑖 2 𝑖=1 𝑖=1 𝑗≠𝑖
𝑣(𝑌̂𝑝𝑝𝑠 ) = = ∑ ( − 𝑌̂𝑝𝑝𝑠 ) Estimasi 1
𝑣
1 1 1
𝑣
𝑛 𝑛(𝑛 − 1) 𝑝𝑖 = ∑ ( 2 − ) 𝑦𝑖2 + 2 ∑ ∑ ( − )𝑦 𝑦
𝑖=1 varians total
𝜋𝑖 𝜋𝑖 𝜋𝑖 𝜋𝑗 𝜋𝑖𝑗 𝑖 𝑗
karakteristik 𝑖=1 𝑖=1 𝑗>𝑖
1 𝑌̂
𝑣(𝑦̅𝑝𝑝𝑠 ) = 2
𝑉(𝑌̂𝑝𝑝𝑠 ); 𝑦̅ = 𝑣 ∶ jumlah unit yang berbeda dalam sampel
Varians Rata-rata 𝑁 𝑁
1
𝑣(𝑦̅𝑝𝑝𝑠 ) = 2 𝑣(𝑌̂𝑝𝑝𝑠 )
𝑁
𝑛
𝑣(𝑌̂𝑝𝑝𝑠 ) 1 𝑦𝑖2 1
Relative Effiency 𝑅𝐸 = × 100%, 𝑑𝑖𝑚𝑎𝑛𝑎 𝑣𝑝𝑝𝑠 (𝑌̂𝑠𝑟𝑠 ) = [𝑁 ∑ − 𝑛𝑌̂𝑝𝑝𝑠
2
] + 𝑣(𝑌̂𝑝𝑝𝑠 )
𝑣𝑝𝑝𝑠 (𝑌̂𝑠𝑟𝑠 ) 𝑛2 𝑝𝑖 𝑛
𝑖=1
PPS WOR Murthy’s Method
Untuk n=2 (sampel terdiri dari unit I dan unit j) Untuk kasus umum (n > 2)
𝑝𝑗 𝑝𝑖 𝑝𝑖 𝑝𝑗 (2 − 𝑝𝑖 − 𝑝𝑗 ) Probability Selection Terpilihnya 𝑝𝑖
𝑃(𝑠|𝑖) = 𝑃(𝑠|𝑗) = 𝑃(𝑠) =
1 − 𝑝𝑖 1 − 𝑝𝑗 (1 − 𝑝𝑖 )(1 − 𝑝𝑗 ) sampel ke-i (1 − ∑𝑖−1
𝑖=1 𝑝𝑖
𝑛
1 𝑦𝑖 𝑦𝑗 1
Est. Total 𝑌̂𝑀 = [(1 − 𝑝𝑗 ) + (1 − 𝑝𝑖 ) ] 𝑌̂𝑀 = ∑ 𝑃(𝑠|𝑖)𝑦𝑖
(2 − 𝑝𝑖 − 𝑝𝑗 ) 𝑝𝑖 𝑝𝑗 𝑃(𝑠)
𝑖=1
𝑛 𝑛
Var. (1 − 𝑝𝑖 )(1 − 𝑝𝑗 )(1 − 𝑝𝑖 − 𝑝𝑗 ) 𝑦𝑖 𝑦𝑗 2 1 𝑦𝑖 𝑦𝑗
2
𝑣(𝑌̂𝑀 ) = 2 ( − ) 𝑣(𝑌̂𝑀 ) = [∑ ∑[𝑃(𝑠). 𝑃(𝑠|𝑖𝑗) − 𝑃(𝑠|𝑖). 𝑃(𝑠|𝑗)}. 𝑝𝑖 𝑝𝑗 . ( − ) ]
Total (2 − 𝑝 − 𝑝 ) 𝑝𝑖 𝑝𝑗 {𝑃(𝑠)]2 𝑝𝑖 𝑝𝑗
𝑖 𝑗 𝑖=1 𝑗>𝑖

PPS WOR RHC

𝑛
𝑦𝑔
Est Total 𝑌̂= ∑ 𝑋𝑔
𝑥𝑔
𝑔=1
𝑛
(∑𝑛𝑔=1 𝑁𝑔 2 − 𝑁) 𝑦𝑔
Est Varians 𝑣(𝑌̂𝑅𝐻𝐶 ) = ∑ 𝑋𝑔 ( − 𝑌̂𝑅𝐻𝐶 )
(𝑁 2 − ∑𝑛𝑔=1 𝑁𝑔 2 ) 𝑥𝑔
𝑔=1