3.

23

The severities of individual claims have the gamma distribution with

=5 dan =1,000. Use the central limit theorem to

parameters

approximate the probability that sum of 100 independent claims exceeds

525,000.
Jawab :
Misalkan

Xi

adalah peubah acak yang menyatakan severities dari claim

individual ke-i.
Misalkan K adalah peubah acak yang menyatakan jumlah dari 100 claim
independen.
Diketahui :

X i Gamma( =5,=1,000) , n= 100 , dan

X 1 , X 2 , , X 100

saling bebas.

(i=1,2,. ., n)
Maka dapat dihitung :

E [ X ] = . =5,000 danVar [ X ]= . 2=5,000,000

dan juga diperoleh,

E [ K ] =E [ X 1 + X 2 ++ X 100 ]
E [ X 1 ] + E [ X 2 ] ++ E [ X 100 ]
E [ X ] + E [ X ] + ..+ E [ X ]
n E[ X]
100 5,000

500,000

[ X 1 + X 2 ++ X 100 ]
Var [ K ]=Var
Var [ X 1 ] +Var [ X 2 ] ++ Var [ X 100 ]
Var [ X ] +Var [ X ] + ..+Var [ X ]
n Var [ X ]
100 5,000,000

500,000,000
Sehingga sekarang dapat diperoleh,

P ( K > 525,000 )=1P ( K <525,000 )=1P Z<

1P( Z< 1.118)

0.1317 8

525,000500,000
500,000,000

3.24

A sample of 1,000 health insurance contracts on adults produced a

sample mean of 1,300 for the annual benefit paid with a standard deviation
of 400. It is expected that 2,500 contracts will be issued next year. Use the
central limit theorem to estimate the probability that benefit payments will
be more than 101% of the expected amount.
Jawab :
Misalkan

Xi

adalah peubah acak yang menyatakan besar dari

pembayaran keuntungan ke-I,

Dengan i=1,2,,1000
Misalkan S adalah peubah acak yang menyatakan jumlah dari besar
pembayaran keuntungan dari

Xi .

E [ X ] =1,300 , X =400 , n S=2,500 ,

Diketahui :

Maka dapat dihitung

X 2=400 2

Sehingga diperoleh,

E [ S ] =E[ X 1 + X 2 + + X 2,500 ]

E [ X 1 ] + E [ X 2 ] ++ E [ X 2,500]
2,500

E[ X ]
i=1

nE[ X]
2,500 1,30 0
3,250,00 0

Var [ S ]=Var [ X 1 + X 2+ + X 2,500 ]

Var [ X 1 ] +Var [ X 2 ] ++ Var [ X 2,500 ]
2,500

Var [ X ]
i=1

n Var [ X ]
2,500 400 2
400,000,000
Maka sekarang didapat,

P S>

101
E [ S ] =P ( S >1,01 3,250,000 )
100

 P ( S>3,282,500 )
1P(S<3,282,500)

1P Z <

3,282,5003,250,000
400,000,000

1P ( Z <1.625 )
0.05 2