The ability to think critically and analytically is one of the main competencies expected of a learning process in higher education institution, especially in science area. A scientist should be able to explore a problem, choose the appropriate method, obtain the solutions, and communicate their analysis correctly. To support these outcomes, we need appropriate method so that student’s skills in scientific thinking can be realized. In this study we offered a method to improve the quality, interest, and student’s ability to think critically and analytically through the implementation of Research Based Learning (RBL). This method trains the students to conduct research on an issue in real life. The object of the research is students majoring in Department of Statistics Islamic University of Indonesia taking the course Introduction to Stochastic Processes in second semester of the 2015/2016 academic year. The results indicate that around 89.41% of students were satisfied and interested in RBL learning system, the average scale of the student’s final mark is 3.3 out of 4, and 84.44% of students were able to conduct a research with scientific framework. We conclude that this learning method significantly improve student achievement and provide satisfaction and student interest in following the course.
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