作者madeforres (madeforres)
看板CFAiafeFSA
标题[请益] P SAMPLE NO.43
时间Sat Mar 7 21:43:49 2009
下礼拜要考P...超紧张...
这边有个SAMPLE中关於negative binominal的问题:
希望有大大帮忙解惑
A company takes out an insurance policy to cover accidents that occur at its
manufacturing plant. The probability that one or more accidents will occur during
any given month is 3/5. The number of accidents that occur in any given month
is independent of the number of accidents that occur in all other months.
Calculate the probability that there will be at least four months in which no accidents
occur before the fourth month in which at least one accident occurs.
解答提供其中一个做法:
4! 5! 6!
(2/5)^4 + -------*[(2/5)^4]*(3/5)+-------*[(2/5)^4]*(3/5)^2+-------*[(2/5)^4]*(3/5)^3=0.2898
3!*1! 3!*2! 3!*3!
which can be derived directly or by regarding the problem as a negative binomial
distribution with
i) success taken as a month with no accidents
ii) k = the number of failures before the fourth success, and
iii) calculating Pr[k>=3]
我不是很懂为什麽要让2/5每一项都要到四次方
想很久还是想不懂
麻烦大家了 感激不尽...
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1F:推 geeee:每个accident月机率2/5 共有四个accident月 03/07 21:50
2F:推 verb:英文叙述把问题弄的很复杂 其实只是negative binomial 03/07 23:11
3F:→ madeforres:可能真是英文的问题...问题最後那一段跟解答很难连起来 03/08 02:26
4F:→ madeforres:谢谢楼上g和v大的帮忙... 03/08 02:26