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NUMERICAL SUMMARY

MEASURES
Data
For example, suppose you have an investment
which earns 10% the first year, 60% the
second year, and 20% the third year. What is
its average rate of return?
Misal Investasi = X
Tahun 1 : 10% 1,1X
Tahun 2 : 60% 1,6 X
Tahun 3 : 20% 1,2 X
Total 3 tahun : 90%, mean : 30%
Rata-rata geometris lebih tepat daripada rata-rata
aritmatika dalam menggambarkan pertumbuhan
proporsional, baik pertumbuhan eksponensial
(pertumbuhan proporsional konstan) dan berbagai
pertumbuhan. Contoh pertumbuhan :
Awal Tahun ke-1 : 100
Awal Tahun ke-2 : 180 (tumbuh 80% dari tahun 1)
Awal Tahun ke-3 : 210 (tumbuh 16,67% dari tahun 2)
Awal Tahun ke-4 : 300 (tumbuh 42,86% dari tahun 3)
Menggunakan aritmetik mean pertumbuhan rata-rata
46,5079% (80% + 16,6666% + 42,85261% dibagi 3).
Namun, jika kita hitung mulai dengan 100 dan tumbuh
46,5079% setiap tahun, hasilnya pada tahun ke-4 adalah
314, bukan 300, sehingga aritmetik mean tidak sesuai.
Menggunakan rata-rata geometrik.
Tahun ke-2 : tumbuh 80% dari tahun 1 = 1.8
Tahun ke-3 : tumbuh 16,67% dari tahun 2 = 1.167
Tahun ke-4 : tumbuh 42,86% dari tahun 3 = 1.4286
Sehingga "rata-rata" pertumbuhan per tahun
adalah 44,2249%.
Jika kita mulai dengan 100 dan tumbuh dengan
44,2249% setiap tahun, hasilnya adalah 300.
If you calculate this geometric mean you get
approximately 1.283, so the average rate of
return is about 28% (not 30% which is what
the arithmetic mean of 10%, 60%, and 20%
would give you).
For example, if you're looking at an
investment that increases by 10% one year
and decreases by 20% the next, the simple
rates of change are 10% and -20%.
This means that, on average, your investment
is being multiplied by 0.938 (= 93.8%) each
year, a 6.2% loss.
Suppose that your portfolio has these five annual
returns: .10, -.20, 0, -.10, .20. The order does not
matter if the portfolio has no contributions or
withdrawals during the five years.
The return arithmetic average is 0.
However, a portfolio across five years with these
annual returns would lose about 5% of
value. The geometric mean:
GM= (1,1*0,8*1*0,9*1,2)^(1/5) = 0,99
Rata-rata setiap tahun rugi 1%. Sehingga dalam 5
thn menderita kerugian sebesar 5%.
For example, suppose that you have four 10
km segments to your automobile trip. You
drive your car:
100 km/hr for the first 10 km
110 km/hr for the second 10 km
90 km/hr for the third 10 km
120 km/hr for the fourth 10 km.
What is your average speed? Here is a
spreadsheet solution:
Distance Velocity Time
km km/hr hr
10 100 0.1
10 110 0.090909
10 90 0.111111
10 120 0.083333

40 0.385354

Rata 40/0.385
kecepatan =103.8008

Aritmetika Mean = 105 km/jam


Si A bepergian pulang pergi. Waktu pergi ia mengendarai
kendaraan dengan kecepatan 10 km/jam, sedangkan waktu
kembalinya 20 km/jam. Berapakah rata-rata kecepatan pulang
pergi?
Jawab:Apabila kita menghitungnya dengan menggunakan rumus
jarak dan kecepatan, tentu hasilnya 13.5 km/jam!
Misalkan jarak nya X. Berangkat butuh waktu X/10 dan pulang
butuh waktu X/20. Waktu yang dibutuhkan pulang-pergi = (X/10 +
X/20). Rata-rata kecepatan = 2X/ (X/10 + X/20)= 40/3=13,5 km/jam
Apabila kita gunakan perhitungan rata-rata hitung, hasilnya tidak
tepat!

Pada kasus ini, lebih tepat menggunakan rata-rata


harmonik:
Modus
L= Median
c= L=
dL= c=
dh = CF=
fm =
Kasus I. Swimming pool data
35 sampel air dari kolam yang dipilih secara acak di Beverly Hills
diuji untuk keasaman. Tabel berikut berisi daftar PH untuk setiap
sampel.

6.4 6.6 6.2 7.2 6.2 8.1 7.0


7.0 5.9 5.7 7.0 7.4 6.5 6.8
7.0 7.0 6.0 6.3 5.6 6.3 5.8
5.9 7.2 7.3 7.7 6.8 5.2 5.2
6.4 6.3 6.2 7.5 6.7 6.4 7.8

Using the Swimming Pool data find the mean, median, and mode.
Compute the geometric mean and the harmonic mean, and verify
the relationship between these three measures.
Example
Using the Swimming Pool data (page 2) find the coefficient of skewness,
coefficient of momental skewness, Pearsons first coefficient of
skewness, Pearsons second moment of skewness, and the quartile
coefficient of skewness.
Example
Ticket data: Forty random speeding tickets were selected from the
courthouse records in Columbia County. The speed indicated on
each ticket is given inthe table below.
58 72 64 65 67 92 55 51 69 73
64 59 65 55 75 56 89 60 84 68
74 67 55 68 74 43 67 71 72 66
62 63 83 64 51 63 49 78 65 75
Find the corrected sample variance and corrected sample moments.
Correlation Coefficient
What is it?
-- A numeric measure of linear relationship between two continuous
variables.

Properties of correlation coefficient:


-- Ranges between -1 and 1
-- The closer it is to -1 or 1, the stronger the linear relationship is
-- If r=0, the two variables are not correlated
-- If r is positive, relationship is described as positive (larger values of one
variable tend to accompany larger values of the other variable)
-- If r is negative, relationship is described as negative (larger value of one
variable tend to accompany smaller values of the other variable)

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Correlation

Slight warning:
Correlation tend to measure linear relationship;
however there are events that a curves might exist

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Linear Regression
What is it?
-- Statistical technique of fitting a linear function to
data points in attempt to describe a relationship
between two variables.
Used for
-- prediction
-- interpretation of coefficients (change in y for a
unit increase in x)

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The normal curve
When histogram looks like a bell-shaped curve, z-scores are
associated with percentages

The percentage of the data in between two different z-score values


equals the area under the normal curve in between the two z-score
values

A bit of notation here.


N(, ) is short hand for writing normal curve with mean and
standard deviation (get used to this notation as it will be used fairly
regularly through out the course)
Normal curves
Normal curves
Properties of normal curve
In the Normal distribution with mean and standard
deviation :
68% of the observations fall within 1 of
95% of the observations fall within 2 s of
99.7% of the observations fall within 3 s of

By remembering these numbers, you can think about Normal


curves without constantly making detailed calculations
Properties of normal curves
For a N(0,1) the following holds
Checking if data follow normal curve
Look for symmetric
histogram
A different method
is a normal
probability plot.
When normal curve
is a good fit, points
fall on a nearly
straight line
Measurement error
Measurement error model
Measurement = truth + chance error

Outliers
Bias effects all measurements in the same way
Measurement = truth + bias + chance error

Often we assume that the chance error follows a


normal curve that is centered at 0
Recommended Readings/Citations
Hartwig, F., & Dearing, B. E. (1979). Exploratory Data
Analysis. Beverly Hills : Sage Publications.
Hoaglin, D. C., Mostellar, F., & Tukey, J. W. (1983).
Understanding Robust and Exploratory Data Analysis. New
York: John Wile & Sons Inc.
Pampel, F. C. (2004). Exploratory Data Analysis . In M. S.
Lewis-Beck, A. Bryman, & L. t. Futing, The SAGE
Encyclopedia of Social Science Research Methods (pp. 359-
360). Thousand Oak, California : Sage Publications.
Vogt, W. P. (1999). Exploratory Data Analysis. In W. P. Vogt,
Dictionary of Statistics & Methodology: A Nontechnical
Guide for the Social Science (pp. 104-105). Thousand Oaks,
California: SAGE Publications. Inc.

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