%2multibyte Version: 5.50.0.2953 CodePage: 1252 \documentclass{article} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \usepackage{amssymb} \usepackage{graphicx} \usepackage{amsmath} \setcounter{MaxMatrixCols}{10} %TCIDATA{OutputFilter=LATEX.DLL} %TCIDATA{Version=5.50.0.2953} %TCIDATA{Codepage=1252} %TCIDATA{} %TCIDATA{BibliographyScheme=Manual} %TCIDATA{Created=Sunday, November 21, 1999 18:11:39} %TCIDATA{LastRevised=Thursday, September 11, 2008 10:55:44} %TCIDATA{} %TCIDATA{} %TCIDATA{} %TCIDATA{Language=American English} %TCIDATA{CSTFile=Math with theorems suppressed.cst} %TCIDATA{PageSetup=72,72,72,72,0} %TCIDATA{AllPages= %F=36,\PARA{038

\hfill \thepage} %} \input{tcilatex} \begin{document} \section{Exam} \subsubsection{Comment} I detta exempel testar vi studentens kunskaper i ber\"{a}kning av olika typer av moment. \subsubsection{Text} \section{Moment} \subsection{Comment} seed:=12345 \subsection{Setup} Errors: report Choices: No Break Title: Probability Submit:Click to Grade $\limfunc{nplaces}(x,n)=1.0\left\lfloor 10^{n}x+0.5\right\rfloor /10^{n}$ \section{Part} \section{Text} \section{Problemdel} \section{Question} \subsubsection{Setup} Select: 1 \subsection{Comment} V\"{a}ntev\"{a}rde och varians \subsection{Variant} \subsubsection{Setup} $\limfunc{svar}:=\left( \frac{\sum_{k=1}^{n}x_{k}}{n},\frac{% \sum_{k=1}^{n}x_{k}^{2}}{n}-\left( \frac{\sum_{k=1}^{n}x_{k}}{n}\right) ^{2}\right) $ \subsubsection{Statement} Givet en diskret likformig f\"{o}rdelning p\aa\ $\Omega =\left\{ x_{k}\mid k=1,2,\ldots ,n\right\} $. \subsubsection{Substatement} Ge formeln f\"{o}r v\"{a}ntev\"{a}rdet: \paragraph{Choices} InputField(MATH) GradeProc: givecredit($\limfunc{response}=\limfunc{svar}_{1}$) \subsubsection{Substatement} Ge formeln f\"{o}r variansen som en summa av tv\aa\ termer: \paragraph{Choices} InputField(MATH) GradeProc: givecredit($\limfunc{response}=\limfunc{svar}_{2}$) \paragraph{Solution} Med $\Omega =\left\{ x_{k}\mid k=1,2,\ldots ,n\right\} $ erh\aa lls% \begin{align*} E\left( X\right) & =\sum_{k=1}^{n}x_{k}P\left( X=x_{k}\right) =\frac{% \sum_{k=1}^{n}x_{k}}{n} \\ E\left( X^{2}\right) & =\sum_{k=1}^{n}x_{k}^{2}P\left( X=x_{k}\right) =\frac{% \sum_{k=1}^{n}x_{k}^{2}}{n} \\ V\left( X\right) & =E\left( X^{2}\right) -E^{2}\left( X\right) =\frac{% \sum_{k=1}^{n}x_{k}^{2}}{n}-\left( \frac{\sum_{k=1}^{n}x_{k}}{n}\right) ^{2} \end{align*} \subsection{Variant} \subsubsection{Setup} $\limfunc{svar}:=\left( p,p\left( 1-p\right) \right) $ \subsubsection{Statement} Givet en Bernoullif\"{o}rdelning med sannolikheten $p=P\left( X=1\right) $ f% \"{o}r att lyckas. \subsubsection{Substatement} Best\"{a}m dess v\"{a}ntev\"{a}rde: \paragraph{Choices} InputField(MATH) GradeProc: givecredit($\limfunc{response}=\limfunc{svar}_{1}$) \subsubsection{Substatement} Best\"{a}m dess varians: \paragraph{Choices} InputField(MATH) GradeProc: givecredit($\limfunc{response}=\limfunc{svar}_{2}$) \paragraph{Solution} Med $\Omega =\left\{ 0,1\right\} $ erh\aa lls% \begin{align*} E\left( X\right) & =0\times \left( 1-p\right) +1\times p=p \\ E\left( X^{2}\right) & =0^{2}\times \left( 1-p\right) +1^{2}\times p=p \\ V\left( X\right) & =p-p^{2}=p\left( 1-p\right) \end{align*} \subsection{Variant} \subsubsection{Setup} $\limfunc{svar}:=\left( np,np\left( 1-p\right) \right) $ \subsubsection{Statement} {Givet} en binomialf\"{o}rdelning med parametrarna $n$ och $p$. \subsubsection{Substatement} Best\"{a}m dess v\"{a}ntev\"{a}rde: \paragraph{Choices} InputField(MATH) GradeProc: givecredit($\limfunc{response}=\limfunc{svar}_{1}$) \subsubsection{Substatement} Best\"{a}m dess varians: \paragraph{Choices} InputField(MATH) GradeProc: givecredit($\limfunc{response}=\limfunc{svar}_{2}$) \paragraph{Solution} En binomialf\"{o}rdelning \"{a}r en summa av oberoende Bernoullif\"{o}% rdelningar och vi har \begin{equation*} X=\sum_{k=1}^{n}X_{k}\in Bin\left( n,p\right) \quad \text{d\"{a}r }X_{k}\in Ber\left( p\right) \end{equation*}% h\"{a}rav f\"{o}ljer \begin{align*} E\left( X\right) & =\sum_{k=1}^{n}E\left( X_{k}\right) =np \\ V\left( X\right) & =\sum_{k=1}^{n}V\left( X_{k}\right) =np\left( 1-p\right) \end{align*}% ty oberoende. \subsection{Variant} \subsubsection{Setup} $\limfunc{svar}:=\left( \frac{1}{p},\frac{1-p}{p^{2}}\right) $ \subsubsection{Statement} Givet en geometrisk f\"{o}rdelning med parametern $p$ f\"{o}r att lyckas. \subsubsection{Substatement} Best\"{a}m dess v\"{a}ntev\"{a}rde: \paragraph{Choices} InputField(MATH) GradeProc: givecredit($\limfunc{response}=\limfunc{svar}_{1}$) \subsubsection{Substatement} Best\"{a}m dess varians: \paragraph{Choices} InputField(MATH) GradeProc: givecredit($\limfunc{response}=\limfunc{svar}_{2}$) \paragraph{Solution} Med $\Omega =\left\{ 1,2,3,\ldots \right\} $ erh\aa lls% \begin{align*} E\left( X\right) & =\sum_{k=1}^{\infty }kp\left( 1-p\right) ^{k-1}=p\frac{d}{% dp}\sum_{k=0}^{\infty }\left( -\frac{d}{dp}\left( 1-p\right) ^{k}\right) \\ & =-p\frac{d}{dp}\sum_{k=0}^{\infty }\left( 1-p\right) ^{k}=-p\frac{d}{dp}% \frac{1}{1-\left( 1-p\right) } \\ & =-p\frac{d}{dp}\frac{1}{p} \\ & =\frac{1}{p} \\ E\left( X^{2}\right) & =p\sum_{k=1}^{\infty }k^{2}\left( 1-p\right) ^{k-1}=p\sum_{k=1}^{\infty }\left( k+1\right) k\left( 1-p\right) ^{k-1}-p\sum_{k=1}^{\infty }k\left( 1-p\right) ^{k-1} \\ & =p\frac{d^{2}}{dp^{2}}\sum_{k=0}^{\infty }\left( 1-p\right) ^{k}-\frac{1}{p% } \\ & =\frac{2}{p^{2}}-\frac{1}{p} \\ V\left( X\right) & =\frac{2}{p^{2}}-\frac{1}{p}-\frac{1}{p^{2}}=\frac{1}{% p^{2}}-\frac{1}{p} \\ & =\frac{1-p}{p^{2}} \end{align*} \subsection{Variant} \subsubsection{Setup} $\limfunc{svar}:=\left( \frac{n}{p},\frac{n\left( 1-p\right) }{p^{2}}\right) $ \subsubsection{Statement} Givet en negativ binomialf\"{o}rdelning med parametrarna $p$ och $n$. \subsubsection{Substatement} Best\"{a}m dess v\"{a}ntev\"{a}rde: \paragraph{Choices} InputField(MATH) GradeProc: givecredit($\limfunc{response}=\limfunc{svar}_{1}$) \subsubsection{Substatement} Best\"{a}m dess varians: \paragraph{Choices} InputField(MATH) GradeProc: givecredit($\limfunc{response}=\limfunc{svar}_{2}$) \paragraph{Solution} En negativ binomialf\"{o}rdelning $X$ \"{a}r en summa av oberoende geometriska f\"{o}rdelningar $X_{1},\cdots ,X_{n}$ varav \begin{align*} X& =\sum_{k=1}^{n}X_{k} \\ E\left( X\right) & =\sum_{k=1}^{n}E\left( X_{k}\right) =\frac{n}{p} \\ V\left( X\right) & =\sum_{k=1}^{n}V\left( X_{k}\right) =\frac{n\left( 1-p\right) }{p^{2}} \end{align*} \subsection{Variant} \subsubsection{Setup} $\limfunc{svar}:=\left( \lambda ,\lambda \right) $ \subsubsection{Statement} {Givet} en Poissonf\"{o}rdelning med parametern $\lambda $. \subsubsection{Substatement} Best\"{a}m dess v\"{a}ntev\"{a}rde: \paragraph{Choices} InputField(MATH) GradeProc: givecredit($\limfunc{response}=\limfunc{svar}_{1}$) \subsubsection{Substatement} Best\"{a}m dess varians: \paragraph{Choices} InputField(MATH) GradeProc: givecredit($\limfunc{response}=\limfunc{svar}_{2}$) \paragraph{Solution} Med $\Omega =\left\{ 0,1,2,3,\ldots \right\} $ erh\aa lls% \begin{align*} E\left( X\right) & =\sum_{k=0}^{\infty }k\frac{\lambda ^{k}}{k!}e^{-\lambda }=e^{-\lambda }\lambda \sum_{k=1}^{\infty }\frac{\lambda ^{k-1}}{\left( k-1\right) !}=e^{-\lambda }\lambda \underset{e^{\lambda }}{\underbrace{% \sum_{k=0}^{\infty }\frac{\lambda ^{k}}{k!}}}=\lambda \\ E\left( X^{2}\right) & =\sum_{k=0}^{\infty }k^{2}\frac{\lambda ^{k}}{k!}% e^{-\lambda }=\sum_{k=0}^{\infty }k\left( k-1\right) \frac{\lambda ^{k}}{k!}% e^{-\lambda }+\sum_{k=0}^{\infty }k\frac{\lambda ^{k}}{k!}e^{-\lambda } \\ & =e^{-\lambda }\lambda ^{2}\sum_{k=0}^{\infty }\frac{\lambda ^{k}}{k!}% +\lambda =\lambda ^{2}+\lambda \\ V\left( X\right) & =\lambda ^{2}+\lambda -\lambda ^{2}=\lambda \end{align*} \subsection{Variant} \subsubsection{Setup} $\limfunc{svar}:=\left( \frac{a+b}{2},\frac{\left( b-a\right) ^{2}}{12}% \right) $ \subsubsection{Statement} {Givet} en kontinuerlig likformig f\"{o}rdelning med parametrarna $a$ och $b$% . \subsubsection{Substatement} Best\"{a}m dess v\"{a}ntev\"{a}rde: \paragraph{Choices} InputField(MATH) GradeProc: givecredit($\limfunc{response}=\limfunc{svar}_{1}$) \subsubsection{Substatement} Best\"{a}m dess varians: \paragraph{Choices} InputField(MATH) GradeProc: givecredit($\limfunc{response}=\limfunc{svar}_{2}$) \paragraph{Solution} Med $\Omega =\left\{ x\mid a1000\right) \end{equation*}% Den f\"{o}rsta sannolikheten kan nu skrivas \begin{equation*} P\left( X>1000\right) \leq \frac{E\left( X\right) }{1000}=\frac{500}{1000}% =0.5 \end{equation*}% Den andra sannolikheten erh\aa lls med Tjebysjovs olikhet till \begin{equation*} P\left( \left\vert X-500\right\vert >100\right) \leq \frac{100}{100^{2}}=0.01 \end{equation*}% varf\"{o}r \begin{equation*} P\left( \left\vert X-500\right\vert \leq 100\right) \geq 0.99 \end{equation*} \subsection{Variant} \subsubsection{Setup} $\limfunc{svar}:=10000$ \subsubsection{Statement} P\aa\ en sp\aa nskiva av l\"{a}ngd $b$ cm g\"{o}r man $n$ m\"{a}tningar av dess l\"{a}ngd och erh\aa ller d\"{a}rvid ett stickprov $X_{1},X_{2},\ldots ,X_{n}$. F\"{o}r detta stickprov g\"{a}ller den statistiska modellen% \begin{equation*} X_{i}=b+\epsilon _{i}\text{ d\"{a}r }E\left( \epsilon _{i}\right) =0\text{ och }V\left( \epsilon _{i}\right) =1\text{ cm.} \end{equation*}% Hur stort m\aa ste $n$ vara f\"{o}r att vi skall kunna skatta $b$ med en noggrannhet om $0.1$ cm med en sannolikhet som \"{a}r $0.99$ eller st\"{o}% rre. \paragraph{Choices} InputField(MATH) GradeProc: givecredit($\limfunc{response}=\limfunc{svar}$) \paragraph{Solution} Vi vill att skillnaden mellan skattningen och det sanna v\"{a}rdet skall vara mindre \"{a}n eller lika med $0.1$ cm dvs% \begin{equation*} P\left( \left\vert \bar{X}-b\right\vert \leq 0.1\right) \geq 0.99\text{.} \end{equation*}% Tjebysjov:s olikhet s\"{a}ger att% \begin{equation*} P\left( \left\vert \bar{X}-b\right\vert \geq \epsilon \right) \leq \frac{% \sigma _{\bar{X}}^{2}}{\epsilon ^{2}} \end{equation*}% vilket i v\aa rt fall kan skrivas% \begin{equation*} P\left( \left\vert \bar{X}-b\right\vert <0.1\right) \geq 1-\frac{\frac{1}{n}% }{0.1^{2}}\geq 0.99 \end{equation*}% Ur denna olikhet l\"{o}ser vi $n$ till att vara st\"{o}rre \"{a}n $10000$. \end{document}