E-Jurnal Matematika
Vol 5 No 4 (2016)

ANALISIS HUBUNGAN PRODUKSI PADI DAN INDIKATOR ENSO DI KABUPATEN TABANAN DENGAN PENDEKATAN COPULA

LUH GEDE UDAYANI (Faculty of Mathematics and Natural Sciences, Udayana University)
I WAYAN SUMARJAYA (Faculty of Mathematics and Natural Sciences, Udayana University)
MADE SUSILAWATI (Faculty of Mathematics and Natural Sciences, Udayana University)



Article Info

Publish Date
30 Nov 2016

Abstract

Dependence relationship between two or more variables is an issue that is often studied in the science of probability and statistics. Pearson correlation is often the easiest option to measure dependencies between variables. It is well known, that Pearson correlation assumes that the variable under study must be normally distributed. However, in reality this is not the case; for example, data in fields such as climatology and meteorology, insurance, and financial. Copula is a tool that can be used to model the joint distribution because it does not require the assumption of normality of the data so that it is resilient against a wide range of data. In this study, we discussed the application of copula in modeling the structure of dependencies between two variables: the production of rice and El-Nino Southern Oscillation (ENSO) indicator per period in Tabanan Regency. The best dependency model structure is given by the Frank copula of the Archimedean copula family with estimation parameter,  ? = 2,817 and the loglikelihood value of 3,47.

Copyrights © 2016






Journal Info

Abbrev

mtk

Publisher

Subject

Mathematics

Description

E-Jurnal Matematika merupakan salah satu jurnal elektronik yang ada di Universitas Udayana, sebagai media komunikasi antar peminat di bidang ilmu matematika dan terapannya, seperti statistika, matematika finansial, pengajaran matematika dan terapan matematika dibidang ilmu lainnya. Jurnal ini lahir ...