Pembahasan Soal Ujian Profesi Aktuaris
Institusi |
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Persatuan Aktuaris Indonesia (PAI) |
Mata Ujian |
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Metoda Statistika |
Periode Ujian |
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November 2014 |
Nomor Soal |
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17 |
SOAL
Berdasarkan soal nomor 15. Tentukan \(Var\left( X \right)\)
- 518,2457
- 517,2854
- 515,2478
- 514,2857
- Tidak ada jawaban yang benar
Diketahui |
- \({l_x} = 2.500{\left( {64 – 0,8x} \right)^{\frac{1}{3}}},0 \le x \le 80\)
- \({}_x{p_0} = \frac{{{{\left( {64 – 0.8x} \right)}^{\frac{1}{3}}}}}{4}\) , \({\mu _x} = \frac{4}{{15\left( {64 – 0.8x} \right)}}\) , dan \(f\left( x \right) = \frac{1}{{15}}{\left( {64 – 0.8x} \right)^{ – \frac{2}{3}}}\)
- \(E\left[ X \right] = 60\)
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Rumus yang digunakan |
- \(Var\left( X \right) = E\left[ {{X^2}} \right] – {\left( {E\left[ X \right]} \right)^2}\)
- \(E\left[ {{X^2}} \right] = \int\limits_0^\infty {{x^2} \cdot f\left( x \right)dx} = \int\limits_0^\infty {{x^2} \cdot {}_x{p_0} \cdot {\mu _x}dx} = 2\int\limits_0^\infty {x \cdot {}_x{p_0}dx} \)
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Proses pengerjaan |
\(E\left[ {{X^2}} \right] = 2\int\limits_0^\infty {x \cdot {}_x{p_0}dx} = 2\int\limits_0^{80} {\frac{{x{{\left( {64 – 0.8x} \right)}^{\frac{1}{3}}}}}{4}dx} \)
\({E\left[ {{X^2}} \right] = \frac{1}{2}\int\limits_4^0 {\left[ {\left( {\frac{{64 – {u^3}}}{{0.8}}} \right)u} \right]\left( { – \frac{{3{u^2}}}{{0.8}}} \right)du} }\)
\({{\rm{misal\_}}{u^3} = 64 – 0.8x \Rightarrow 3{u^2}du = – 0.8dx}\)
\(E\left[ {{X^2}} \right] = \frac{1}{2}\int\limits_4^0 {\left[ {\left( {\frac{{64 – {u^3}}}{{0.8}}} \right)u} \right]\left( { – \frac{{3{u^2}}}{{0.8}}} \right)du} \)
\(E\left[ {{X^2}} \right] = \frac{1}{2}\int\limits_4^0 {\left( {4.6875{u^6} – 300{u^3}} \right)du} \)
\(E\left[ {{X^2}} \right] = \frac{1}{2}\left[ {0 – \frac{{4.6875{{\left( 4 \right)}^7}}}{7} + \frac{{300{{\left( 4 \right)}^4}}}{4}} \right]\)
\(E\left[ {{X^2}} \right] = 4,114.285714\)
\(Var\left( X \right) = E\left[ {{X^2}} \right] – {\left( {E\left[ X \right]} \right)^2} = 4,114.285714 – {60^2} = 514.285714\) |
Jawaban |
D. 514,2857 |