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BAB 3 - Model Analisis Variabel Acak - 070209
BAB 3 - Model Analisis Variabel Acak - 070209
BAB III
MODEL ANALISIS VARIABEL ACAK
oleh:
Rizal Zainuddin Tamin
S
A S = Sample space.
P (s) = 1
B
Outcomes :
- hujan tahunan;
r.v (random variable) - debit;
- waktu proyek;
- dll.
VARIABEL ACAK (RANDOM VARIABLE) (3)
Sample Space S
E1 E2 Mapping through, X
a c b d
E1 = (a < X ≤ b)
E2 = (c < X ≤ d)
= (X > D) + (X ≤ a), dan
E1 E2 = (c < X ≤ b)
VARIABEL ACAK (RANDOM VARIABLE) (4)
F(x) F(x)
x x
Variabel acak diskrit Variabel acak menerus
DISTRIBUSI PROBABILITAS VARIABEL ACAK
DISTRIBUSI PROBABILITAS
VARIABEL ACAK (1)
1. Distribusi probabilitas :
- aturan untuk menyatakan ukuran probabilitas yang berkaitan
dengan semua harga suatu variabel acak.
2. Cumulative Distribution Function (CDF) :
Jika X = RV, maka distribusi probabilitasnya selalu dinyatakan dengan
fungsi distribusi kumulatif (cumulative distribution function, CDF),
yaitu:
FX ( x) P ( X x)
3. Probability Mass Function (PMF) :
Jika X = RV diskrit, maka distribusi probabilitasnya dinyatakan
dengan fungsi massa probabilitas (probability mass function, PMF),
yaitu:
FX x P X x P X xi p X xi
semua x i x semua x i x
DISTRIBUSI PROBABILITAS
VARIABEL ACAK (2)
Pa X b f X x dx
a
FX x P X x f X d
x
DISTRIBUSI PROBABILITAS
VARIABEL ACAK (3)
Variable:
f (x) - Kuat tekan beton;
- Kuat tarik baja;
- Hujan;
- Traffic volume;
- Lama proyek;
- dll.
X
-~ +~
a 0 b
2. P ( X ≤ a ) = 0 P ( X < a ) = 0, a ∫a f(x) dx = 0
3. P ( X ≤ b ) = 1 P (X < b ) = 1, a ∫b f(x) dx = 1
DISTRIBUSI PROBABILITAS
VARIABEL ACAK (5)
- Didefinisikan :
F (b) = ∫b f (x) dx
a Fx (b) = 1; Fx (a) = 0
F (c) = ∫c f (x) dx
a
F (d) = a ∫d f (x) dx
= Fx (d) - Fx (c)
a c d b
DISTRIBUSI PROBABILITAS
VARIABEL ACAK (6)
10/1880 14/1880 X 20
10/1880 X 20
2/1880 2/1880 X 20
2/1880 X 20
Kuat Tekan = Ruas x
0
FX(x)
1
Pa X b p x p x
X i X i
semua x i b semua x i a
CDF
0
x1 x2 x3 x4 x5
0
FX(x)
Pa X b f X x dx f X x dx
1 b a
CDF
0 x1 x2 x3 x4 x5
7. Contoh:
Contoh 1:
- Kontraktor membeli 3 buldozer; Dari pengalaman, kemungkinan
suatu buldozer tetap baik setelah dipakai 6 bulan adalah
= 0,5; asumsi ketiga buldozer equally likely dan
statistically independent.
- Mapping event into real line :
ONN OON
Sample Space S NNN NON ONO OOO
NNO NOO
0 1 2 3
DISTRIBUSI PROBABILITAS
VARIABEL ACAK (12)
1
7/8
3/8 3/8
1/2
1/8 1/8
1/8
0 1 2 3 4 X 0 1 2 3 4 X
DISTRIBUSI PROBABILITAS
VARIABEL ACAK (13)
Contoh 2:
Load : 100
RA 10 @ 1m RB
- Load is equally likely to be placed anywhere along the span of the beam of 10
m, then the PDF of the load position X is uniformly distributed in 0 < x ≤ 10,
that is :
fx (x) =c 0 < x ≤ 10
=0 otherwise
DISTRIBUSI PROBABILITAS
VARIABEL ACAK (14)
- Where c is a constant, area under PDF must be equal to 1.0, the constant c = 1/10,
- PDF X secara grafik :
fx (x)
C = 1/10
0 10 X
DISTRIBUSI PROBABILITAS
VARIABEL ACAK (15)
- CDF dari X :
0 < x ≤ 10
= 1.0 x > 10
=0 x<0
Fx (x)
1.00
- Probability position of the load will be
between 2 m & 5 m:
P (2 < X ≤ 5) = ,
atau:
P (2 < X ≤ 5) = Fx (5) - Fx (2)
= 5/10 – 2/10
0 10 X = 0.30
DISTRIBUSI PROBABILITAS
VARIABEL ACAK (16)
Contoh 3:
- The useful life, T (in hours) of welding machines is not completely predictable,
but may be described by the exponential distribution:
fT (t) = e - t FT (t) = 1 - e - t
RV HISTOGRAM PDF
X̄
- Jika X discrete R.V dengan PMF, px (xi), nilai mean :
E X x p x
i X i
semua x i
E X x f X x dx
UKURAN KECENDERUNGAN SENTRAL (2)
PMF E g ( X ) g x p x
i X i
semua x i
PDF E g ( X ) g x f x dx
X
UKURAN KECENDERUNGAN SENTRAL (3)
50 % 50 %
x
Median
x
Mode
UKURAN SEBARAN
UKURAN SEBARAN (1)
Var X x x p X xi
2
PMF semua x i
i
Var X x X f X x dx
2
PDF
Variance <<
Variance >>
UKURAN SEBARAN (2)
3. Standar Deviasi (x): Suatu ukuran dispersi yang lebih mudah
secara dimensional
x Var x
Bias
Tidak bias
X
X
X
UKURAN KEMIRINGAN/KEMENCENGEAN
(SKEWNESS)
UKURAN KEMIRINGAN/KEMENCENGAN (1)
Diskrit
Kontinu
UKURAN KEMIRINGAN/KEMENCENGAN (2)
3. Kemencengan positif :
fX(xi)
E ( x - μ x) 3 > 0
4. Simetris :
fX(xi)
x
0
E ( x - μ x) 3 = 0
UKURAN KEMIRINGAN/KEMENCENGAN (3)
5. Kemencengan negatif :
fX(xi)
x
0
E ( x - μ x) 3 < 0
6. Koefisien kemiringan/kemencengan :
E X X
3
Tanpa dimensi
3
X
UKURAN KETAJAMAN PUNCAK (PEAKDNESS) /
KURTOSIS
UKURAN KETAJAMAN PUNCAK (1)
Diskrit
Kontinu
K=3
Kasus:
- PMF of the number operating of bulldozers after 6 months :
3/8 3/8
1/8 1/8
0 1 2 3 4 X
b. Nilai variance:
Var (X) = (0 – 1.5)2 (1/8) + (1 – 1.5)2 (3/8) + (2 – 1.5)2 (3/8) + (3 – 1.5)2
(1/8)
= 0.75
atau;
Var (X) = [02 (1/8) + 12 (3/8) + 22 (3/8) + 32 (1/8)
= 0.75
c. Nilai standar deviation :
x = Var (X) = 0.75 = 0.866
d. Nilai c.o.v :
x = x / x
= 0.866 / 1.50 = 0.577
The degree of dispersion is over 50% of the mean value, a relatively large
dispersion.
CONTOH 2 (1)
Kasus:
- The useful life of T, of welding machines is R.V with an exponential
probabiity distribution; PDF and CDF are :
Exponential PDF of useful life T
fT (t) = e -t
; dan FT (t) = 1 - e -t
;t≥0
a. The mean life of welding machine :
T = E (T) = 0∫ t e-t dt
= 1/
b. In this case the mode = 0
c. Median: CDF of useful life T
0∫tm e-t dt = 0.5
obtaining the median life :
tm = - ln 0.5 /
= 0.693 T
d. Nilai variance:
Var (T) = ∫ (t - 1/)2 e-t dt
= 1/2
CONTOH 2 (2)
skewness coefficient :
E T X
3
= 2.0
3
X
CONTOH 3 (1)
Kasus:
- Experience record a construction company: 60% projects completed on
schedule.
- If the record prevails, the probability of the number of on-schedule in
the next 6 projects can be describe by the binomial distribution:
X = 0,1,2,…,6
=0 otherwise
0.311
0.276
0.187
0.138
0.047
0.037
0.004
0 1 2 3 4 5 6 X
CONTOH 3 (3)
d. Standar deviasi:
x = Var (X) = 1,2355 = 1.11
e. c.o.v :
x = x / x
= 1.11/3.6 = 0.308
f. X = 4 has the highest probability 0,311; the most probable number of
projects that will be completed on schedule is 4.
g. Skewness :
= - 0.279/1.1113 = -0.204
3
X
SELESAI