作者jackoyu (偉下列資料正確填寫並回숩
看板Grad-ProbAsk
標題[商管] [統計]-東吳93-財務工程與精算數學-指數
時間Wed Nov 25 10:54:38 2009
An insurance company sells an auto insurance policy. The claim size is an
exponential random variable with mean two thousand dollars.
a) What is the probability that the average of two claims is over two
thousand dollars?
請問這題是要算什麼? 可否賜教,多謝!
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◆ From: 140.122.140.126
推 solaarr:P(Y>2000), Y~Gamma(a=2,入=4000) ..@@應該吧.. 11/25 14:40
→ solaarr:上面想錯..= = sorry 11/25 14:42
推 ksherry:P[(X1+X2)/2 > 2000 ] X1,X2~指數(浪打= 2000) 11/25 23:06
→ ksherry:利用可加性可乘性 導出新分配Y~gamma (2,4000)求P Y>4000 11/25 23:08
→ ksherry: 2000) 11/25 23:09