KARAKTERISTIK FUNGSI DISTRIBUSI FOUR-PARAMETER GENERALIZED-t

This research is about the characteristic function of four-parameter generalized t distribution. Four-parameter generalized t distribution has four parameters which are μ as a location parameter, σ as a scale parameter, p and q as a shape parameter, and B as a function of beta. The characteristic fu...

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Bibliographic Details
Main Authors: Rahman Cahyadi, Warsono ., Mustofa Usman, Dian Kurniasari
Format: Article
Language:Indonesian
Published: Universitas Muhammadiyah Pringsewu 2016-04-01
Series:Jurnal E-DuMath
Online Access:https://ejournal.umpri.ac.id/index.php/edumath/article/view/156
Description
Summary:This research is about the characteristic function of four-parameter generalized t distribution. Four-parameter generalized t distribution has four parameters which are μ as a location parameter, σ as a scale parameter, p and q as a shape parameter, and B as a function of beta. The characteristic function are retrieved from the expectation of e itx , where i as a imaginary number. Then, the characteristic function of four-parameter generalized t distribution was able to be determined by using definition and trigonometric expansions. Based on those two methods this study got the same results and then will be continued proving the fundamental properties of the characteristic function of four-parameter generalized t distribution. Furthermore, it needs graph simulation on a characteristic function of four- parameter generalized t distribution. Graph simulation result on the characteristic function of four- parameter generalized t distribution was formed a closed curve (circle) are smooth. Keywords: four-parameter generalized t distribution, characteristic function, graph simulation
ISSN:2356-2064
2356-2056