8(1).

Review & Faktorisasi-

Dekomposisi
Matriks
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Rencana Materi

Matriks merupakan salah satu mata kuliah di bidang teori, yang bertujuan

1. menguasai konsep dasar matematika untuk memahami teori tentang

a. Vektor,
b. Operasi Dasar Matriks,
c. Determinan,
d. Invers,
e. Vektor Random,
f. Sistem Persamaan Linier,
g. Ruang Vektor,
h. Nilai dan Vektor Eigen,
i. Dekomposisi matrik,
j. Generalized invers,
k. Turunan matrik serta operasi mariks khusus.

2. Disamping itu mampu menggunakan konsep tersebut untuk pengolahan variabel

random, perumusan pemodelan dan perhitungan univariate dan multivariate.
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[Univariate vs Multivariate]
What are the Difference
between Dependence and Interdependence Methods?

Dependence Methods
Univariate Analysis Multivariate Analysis
Statistic methods that analyze Statistic methods that analyze
a set of variables that consist data set of variables that
of one dependent random consist of correlated dependent
variable (response) and random variables (responses)
independent variables usually, and independent
(predictors) variables (predictors)
Interdependence Methods
Statistic methods that analyze Statistic methods that analyze
data set of one random variable data set of correlated random
variables
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[Examples of Univariate & Multivariate Analysis]

Dependence vs. Interdependence

Dependence Methods
Univariate Analysis Multivariate Analysis
- One Way Anova - One Way Manova
- T Test for mean testing of - T2 Hotteling Test for mean
two independent populations vector Testing of two
independent populations
- Regression Analysis

Interdependence Methods
- T Test for mean testing of one - T2 Hotteling Test for mean
population vector testing of one
population
- T Test for mean testing of two - T2 Hotteling Test for mean
dependent populations vector testing of two
dependent populations
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Review

[Model Populasi]
Bentuk Umum (Postulasi/Spesifikasi)
Model Regresi Linier
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Model Populasi &

Model Sampel/Model Observasi/Estimasi Model
(Model Regresi Linier)
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• ZS
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[Revisited: Univariate vs Multivariate]

What are the Difference
between Dependence and Interdependence Methods?

Dependence Methods
Univariate Analysis Multivariate Analysis
Statistic methods that analyze a Statistic methods that analyze
set of variables that consist of data set of variables that
one dependent random variable consist of correlated dependent
(response) and independent random variables (responses)
variables (predictors) usually, and independent
variables (predictors)
Interdependence Methods
Statistic methods that analyze Statistic methods that analyze
data set of one random variable data set of correlated random
variables
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[Revisited: Examples of Univariate & Multivariate Analysis]

Dependence vs. Interdependence

Dependence Methods
Univariate Analysis Multivariate Analysis
- One Way Anova - One Way Manova
- T Test for mean testing of - T2 Hotteling Test for mean
two independent populations vector Testing of two
independent populations
- Regression Analysis

Interdependence Methods
- T Test for mean testing of one - T2 Hotteling Test for mean
population vector testing of one
population
- T Test for mean testing of two - T2 Hotteling Test for mean
dependent populations vector testing of two
dependent populations
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[Ilustrasi
Analisis Multivariat Interdependence]
Uji Vektor Mean Satu Populasi T2 Hotteling

Ujilah, apakah rata-rata total penjualan dan total buku, masing2

berturut-turut adalah 55 dan 3 secara multivariat?
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Ilustrasi
Organisasi Data Bi(2)-variat
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Uji Vektor Mean Satu Populasi

(Statistik Uji)
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Uji Vektor Mean Satu Populasi

(Statistik Uji)

Asumsi data:
1. Berdistribusi Normal P- Variat
2. Matrik Kovarians populasi tidak diketahui
3. Antar vektor observasi independen
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Uji Vektor Mean Satu Populasi

(Confidence Region)
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Uji Vektor Mean Satu Populasi:
Statistik Uji & Confidence Region
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Eigen Values & Vectors

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Computation of
Eigenvalues and Eigenvectors
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Theorem

• if A is an nxn matrix, the following statement are

equivalent
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Example
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x   −1  −1
v1 =  1  = x2   = r  
 x2   1  1
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Exercise
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Theorem
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Singular Value Decomposition (SVD)

Matriks Q: eigen vektor ternormalisasi dari A’A

Matriks P: eigen vektor ternormalisasi dari AA’
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Tahapan
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Example
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Tahapan
Menentukan,
1) A’A
2) Eigen value dan eigen vektor dari A’A
3) AA’
4) Eigen value dan eigen vektor dari AA’
5) Rank dari matriks A (= rank matriks D)
6) 2 (matriks diagonal dengan elemen diagonal eigen value positif dari A’A dan AA’)
7)  (matriks diagonal, dengan elemen diagonal akar positif dari 2 )
8) Buat matriks Q (eigen vektor ternormalisasi dari A’A)
9) Buat matriks P (eigen vektor ternormalisasi dari AA’)
10) A = PDQ’,
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Example
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