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Statistika
Published by Universitas Islam Bandung
ISSN : 14115891     EISSN : 25992538     DOI : https://doi.org/10.29313/jstat.v19i2.4898
Core Subject : Economy, Science, Education, Engineering,
Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Industrial & Manufacturing Engineering Mathematics
STATISTIKA published by Bandung Islamic University as pouring media and discussion of scientific papers in the field of statistical science and its applications, both in the form of research results, discussion of theory, methodology, computing, and review books.
Arjuna Subject : Matematika - Statistik dan Probabilitas
Articles 6 Documents
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Search results for , issue "Vol 11, No 2 (2011)" : 6 Documents clear
Analisis Risiko Operasional Bank XXX dengan Metode Teori Nilai Ekstrim Anik Djuraidah; Pika Silvianti; Aris Yaman
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 11, No 2 (2011)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v11i2.1054

Abstract

Bank in its operations are always exposed to risks that are closely related, because of its position as afinancial intermediary institutions. One of the risks which arise when this is operational risk.Operational risk to be one additional factor that must be measured and taken into account in theminimum capital adequacy, in addition to credit and market risk. There are three approaches forsetting capital charges for operational risk, are Basic Indicator Approach, Standardized Approach andAdvanced Measurement Approach. This research used the Advanced Measurement Approach inparticular the use of Extreme Value Theory (EVT) to measure the bank XXX operational risk, this isbecause the distribution of operational risk data have a tendency panhandle. Extreme valueidentification method used is the Peaks over Threshold (POT) method. The results showed that theamount of funds bank XXX must reserve to cover the possibility of operational risk in the period of2010 amounted to Rp 737,210,874, - at 99.9% confidence level. Backtesting results demonstrate thatviable models to be used as a means of measuring operational risk by 99.9% confidence level, for alltypes of operational risk events.
Efficiency of General Insurance in Malaysia Using Stochastic Frontier Analysis Mohamad Arif Awang Nawi; Wan Muhamad Amir W Ahmad; Nor Azlida Aleng
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 11, No 2 (2011)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v11i2.1050

Abstract

General insurance comprises insurance of property against fire and burglary, floods, storms,earthquakes and so on. The purpose of the current study is to measure the relative efficiency of generalinsurance in Malaysia by using SFA for the year 2007 until 2009, consist of 26 general insurancecompanies by using the software FRONTIER to obtain the maximum likelihood (ML) and to get therelative efficiency. The finding showed that Oriental Capital Assurance Bhd (OCA) is at rank 1 for thethree years. The 0.03975 value for the variance gamma ( γ ) parameter in this study is far from one,suggesting that all of the residual variations are not due to the inefficiency effects, but to randomshocks. It can therefore, be concluded that the technical inefficiency effects associated with theproduction of the total profits by the input of the general insurence are very low.
Analisis Kandungan Zat Kimia Anorganik pada Beberapa Proses Filtrasi Air Minum Menggunakan One-Way Manova Heruna Tanty
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 11, No 2 (2011)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v11i2.1051

Abstract

Analisis kandungan zat kimia anorganic pada beberapa proses air minum kemasan dan air minumisi ulang telah dilakukan dengan menggunakan One Way Manova. Sampel yang berasal dari mata airCiburial Bogor diambil pada bulan Mei 2009 di 10 depot proses air minum isi ulang (AMDIU) sekitarKampus Syahdan dan Anggrak Universtas Bina Nusantara. Proses filtrasi Reserve Osmosis danfiltrasi Hollow Fiber serta pengujian kandungan lima logam berat CN, Pb, Mn, Cr dan Cd dilakukandi perusahaan air kemasan (AMDK) PT.Buana Tirta Abadi Cikarang. Hasil pengujian dan analisismenunjukan bahwa air yang diproses filtasi memiliki kandungan CN,Pb,Mn,Cr dan Cd lebih rendahdari air yang tidak diproses filtrasi . Dan air minum yang diproses dengan filtrasi Reserve Osmosis,memiliki kandungan CN,Pb,Mn,Cr dan Cd lebih rendah dibanding yang diproses dengan filtrasiHollow Fiber dan Granular Activated Charcoal.
Modifikasi Statistik Uji-T pada Test Inferensia Mean Mereduksi Pengaruh Keasimetrikan Populasi Menggunakan Ekspansi Cornish-Fisher Joko Riyono
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 11, No 2 (2011)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v11i2.1052

Abstract

Paper ini membahas suatu prosedur yang mengurangi pengaruh kemiringan dari populasi padadistribusi student-t sehingga uji inferensi mean dapat terhitung lebih baik dengan suatu modifikasivariable student-t .Modifikasi dari variabel student-t diperoleh menggunakan ekspansi Cornish-Fisher.
Penerapan Algoritma Tree Augmented Naive Bayesian pada Penentuan Peubah Penting Pingkan Awalia; Aji Hamim Wigena; Anang Kurnia
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 11, No 2 (2011)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v11i2.1053

Abstract

In the era of free market competition today, improving product quality is very important. Consumerpreferences through product level of analysis is one method that many manufacturers conducted toevaluate the product. Multivariable regression is a statistical method used to determine the importantvariables. The weakness of this method is the strict assumption. This problem will be completed bythe method of bayesian networks. There are several algorithms to build the BN. This study uses TANand NB because of its simplicity. This study shows that the most accurate method at the chosen levelof classification accuracy is the TAN by 83%. The importance variable is the aspect liking of strengthof after taste.
Uji Akar-Akar Unit dalam Model Runtun Waktu Autoregresif Rusdi Rusdi
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 11, No 2 (2011)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v11i2.1049

Abstract

Salah satu jenis data penting yang digunakan di dalam analisis empirik adalah data runtun waktu.Dalam meregresikan suatu variabel runtun waktu pada satu(beberapa) variabel runtun waktu yanglain, orang sering memperoleh nilai R2 yang sangat tinggi meskipun tidak terdapat hubungan yangberarti antara kedua variabel tersebut. Terkadang kita menyangka tidak ada hubungan antara keduavariabel, namun regresi satu variabel pada variabel yang lain sering menunjukkan hubungan yangsignifikan. Situasi ini memberikan contoh persoalan regresi lancung. Persoalan regresi lancung bisamuncul dari meregresikan suatu variabel runtun waktu nonstasioner pada satu atau lebih variabelruntun waktu nonstasioner. Oleh karena itu, penting untuk bisa menentukan apakah data runtunwaktu stasioner atau tidak. Suatu data runtun waktu disebut stasioner jika ia tidak memuat akarakarunit. Sebuah uji stasioner (atau nonstasioner) menjadi sangat populer sejak dua dekade terakhiradalah uji akar-akar unit. Makalah ini dimaksudkan untuk menjelaskan bagaimana menggunakan ujiakar-akar unit di dalam model runtun waktu khususnya untuk model runtun waktu autoregresif.

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