Pembahasan Soal Ujian Profesi Aktuaris
Institusi |
: |
Persatuan Aktuaris Indonesia (PAI) |
Mata Ujian |
: |
Metoda Statistika |
Periode Ujian |
: |
Agustus 2023 |
Nomor Soal |
: |
1 |
SOAL
Dalam sebuah regresi model diberikan
Untuk unrestricted model:
\(ES{S_{UR}} = 70\)
\(TS{S_{UR}} = 215\)
Untuk restricted model:
\(ES{S_R} = 55\)
\(TS{S_R} = 82\)
Hitung statistic \({F_{1,95}}\)
a. 64,2477
b. 60,3683
c. 62,2747
d. 63,3683
e. Statistik F tidak dapat dihitung
Diketahui |
\(ES{S_{UR}} = 70\)
\(TS{S_{UR}} = 215\)
\(ES{S_R} = 55\)
\(TS{S_R} = 82\) |
Rumus yang digunakan |
Formula,
\({F_{q,n – k}} = \frac{{\left( {ES{S_R} – ES{S_{UR}}} \right)}}{q}.\frac{{n – k}}{{ES{S_{UR}}}}\) |
Proses pengerjaan |
\({F_{1,95}} = \frac{{\left( {55 – 70} \right)}}{1}.\frac{{95}}{{70}}\)
\({F_{1,95}} = – 20,.3571\)-> Nilai F tidak mungkin negative = tidak dapat dihitung |
Jawaban |
e. Statistik F tidak dapat dihitung |
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