Pembahasan-Soal-Ujian-Profesi-Aktuaris

Pembahasan Ujian PAI: A20 – No. 7 – Juni 2016

Pembahasan Soal Ujian Profesi Aktuaris

Institusi : Persatuan Aktuaris Indonesia (PAI)
Mata Ujian : A20 – Probabilitas dan Statistika
Periode Ujian : Juni 2016
Nomor Soal : 7

SOAL

Misalkan dan ialah peubah acak saling bebas dengan

\({\mu _X} = 1,{\mu _Y} = – 1,\sigma _X^2 = \frac{1}{2},\sigma _Y^2 = 2\) Hitung \(E[{(X + 1)^2}{(Y – 1)^2}].\)
  1. 1
  2. 9/2
  3. 16
  4. 17
  5. 27
[showhide type more_text=”Kunci Jawaban & Pembahasan” less_text=”Sembunyikan Kunci Jawaban & Pembahasan”]

PEMBAHASAN

Kalkulasi \(E[{(X + 1)^2}{(Y – 1)^2}] = E[{(X + 1)^2}]E[{(Y – 1)^2}]\) \(E[{(X + 1)^2}] = E[{X^2} + 2X + 1]\) \(E[{(X + 1)^2}] = E[{X^2}] + 2E[X] + 1\) \(E[{(X + 1)^2}] = (\sigma _X^2 + \mu _X^2) + 2{\mu _X} + 1\) \(E[{(X + 1)^2}] = \left( {\frac{1}{2} + 1} \right) + 2(1) + 1\) \(E[{(X + 1)^2}] = 4,5\) \(E[{(Y – 1)^2}] = E[{Y^2} – 2Y + 1]\) \(E[{(Y – 1)^2}] = E[{Y^2}] – 2E[Y] + 1\) \(E[{(Y – 1)^2}] = (\sigma _Y^2 + \mu _Y^2) – 2{\mu _Y} + 1\) \(E[{(Y – 1)^2}] = (2 + {( – 1)^2}) – 2( – 1) + 1\) \(E[{(Y – 1)^2}] = 6\) \(E[{(X + 1)^2}{(Y – 1)^2}] = \left( {4,5} \right)\left( 6 \right)\) \(E[{(X + 1)^2}{(Y – 1)^2}] = 27\)
Jawaban e. 27
[/showhide]

Leave A Comment

You must be logged in to post a comment