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Sebenta Estatistica
Sebenta Estatistica
Novembro 2006
NOTA: Os exercícios contidos neste documento foram resolvidos com cuidado, estando os seus
resultados de acordo com as soluções presentes na sebenta de exercícios. Contudo, é possível
que persistam alguns erros. Caso detecte algum ou necessite de uma explicação mais intensiva
sobre algum exercício, contacte a Comissão para o email (provisório) economia2fep@gmail.com
1.
a) 0 se x<0
0.1 se 0≤x<1
0.25 se 0≤x<2
0.45 se 0≤x<3
F(x) 0.7 se 0≤x<4
0.85 se 0≤x<5
0.95 se 0≤x<6
1 se x≥7
3.
a) A – haver falhas de stock
P(A) = P(X>5) = P(X=6) + P(X=7) = 0.3 = 30%
xi 3 4 5 6 7
f(xi) 0.1 0.3 0.3 0.1 0.2
Prov 22.5 30.0 37.5 37.5 37.5
Cust 25.0 25.0 25.0 25.0 25.0
L -2.5 5.0 12.5 12.5 12.5
0 se y < -2.5
0.1 se -2.5≤y<5
P(lucro<y) = 0.4 se 5≤y<12.5
1 se y≥12.5
d) E(X) = µ = µ ’1 = ∑i
xi1 f(xi) = 3*0.1 + 4*0.3 + 5*0.3 + 6*0.1 + 7*0.2 = 5
V(X) = µ 2 = ∑i
(xi - µ )2 f(xi) =
c) Z=X+1
W = 2X
T=Z+W
Valores médios:
E(Z) = E(X+1) = E(X) + 1 = 0.1 + 1 = 1.1
E(W) = E(2X) = 2E(X) = 2 * 0,1 = 0,2
E(T) = E(Z+W) = E(2X+X+1) = E(3X+1) = 3E(X) + 1 = 3*0.1 + 1 = 1.3
Variância:
V(X) = µ 2 = 3.49
V(Z) = V(X+1) = V(X) = 3.49
V(W) = V(2X) = 22 * V(X) = 4*3.49 = 13.96
V(T) = V(Z+W) = V(X+1+2X) = V(3X+1) = 32 * V(X) = 9*3.49 = 31.41
5.
f.g.m: ∑e
i
txi
f ( xi )
X:
1 6 1 et + 6e 2t + e3t
M X (t ) = et . + e 2t . + e3t . = ,t ∈ R
8 8 8 8
Y:
10 s 1
M Y ( s) = ∑ e f ( xi ) = e . + e . + e . =
sy 20 s 6 30 s 1 ( )
e10 s 1 + 6e10 s + e 20 s
,s∈R
i 8 8 8 8
Z:
1 6 1 e−2 s + 6e − s + 1
M Z ( s ) = ∑ e sz f ( xi ) = ∑ e s ( xi −3) f ( xi ) = e s ( −2) . + e s ( −1) . + e s (0) . = ,s∈R
i i 8 8 8 8
xi 1 2 3 4 5 6
f ( xi ) 0,15 0,2 0,25 0,15 0,15 0,1
li -7 -2 3 8
g (li ) 0,15 f(2) f(3) 0,4
E(L)= ∑ li .g (li ) = (−7).0,15 + ( −2). f (2) + 3. f (3) + 8( f (4) + f (5) + f (6)) = −1, 05 − 2 f (2) + 3 f (3) + 3, 2
i
0, 35 + 2 f (2)
E ( L) = 2, 5 ⇔ 2,5 = −1, 05 − 2 f (2) + 3 f (3) + 3, 2 ⇔ f (3) =
3
f (2) + f (3) = 0, 45
f (2) + 0,116(6) + 0, 66(6) f (2) = 0, 45 f (2) = 0, 2
0, 35 + 2 f (2) ⇔ ⇔
f (3) = −−−−−−−−−−−−−−−−−−− f (3) = 0, 25
3
_________________________
b)
L j - “lucro semanal, oferta j” L=5.i-3.j
li5 -10 -5 0 5 10
s li5( ) 0,15 0,2 0,25 0,15 0,25
li3 -4 1 6
t li5( ) 0,15 0,2 0,65
O stock óptimo seria 3 unid., pois é o que apresenta um lucro médio superior
(sugere-se que se realize a verificação para todos os outros níveis de stock).
7.
a)
+∞
∫
−∞
f ( x)dx = 1
+∞ 9 10 11 +∞ 10 11
∫
−∞
f ( x)dx = ∫
−∞
0dx + ∫ ( x − 9 )dx + ∫ ( −kx + 11)dx +
9 10
∫
11
0dx = ∫ ( x − 9 )dx + ∫ ( −kx + 11)dx
9 10
10 11
∴ ∫ ( x − 9 )dx + ∫ ( −kx + 11)dx = 1
9 10
10
10
x2 102 92 1
∫ ( x − 9 )dx =
9
FFC − 9x =
2 9 2
− 9(10) − − 9(9) =
2 2
11
11
x2 112 102
∫10 (
11
− kx + 11 ) FFC
dx = − k + 11[ ]10
x = − k − + 11(11 − 10 ) = −10, 5k + 11
2 10 2 2
−10, 5K + 11 = 0,5 ⇔ k = 1
_______________
b)
0, se x < 9
2
x − 9 x + 81 , se 9 ≤ x ≤ 10
f .d . 2 2
2
− x + 11x − 59,5; se 10 ≤ x ≤ 11
2
1, se x ≥ 11
c.a.
x
x
x2 x2 81
∫9 ( x − 9 )dx =
2
− 9 x
9
=
2
− 9x +
2
x
x
x2 x2
∫
10
( − x + 11)dx = −
2
+ 11x
10
= −
2
+ 11x − 60
se 10 ≤ x ≤ 11:
10
x2 x2 x2 x2
− + 11x − 60 + − 9 x = − + 11x − 60 + 0,5 = − + 11x − 59, 5
2 2 9 2 2
__________________
c)
P(9, 2 < X < 10,8) = F (10,8) − F (9, 2) = 0, 98 − 0, 02 = 0,96
__________________
10 11
+∞ +∞ 9 10 11
x3 x2 x3 +∞
x2
E ( X ) = ∫ xf ( x)dx = ∫ f ( x)dx = ∫ x.0dx + ∫ x. ( x − 9 )dx + ∫ x. ( − x + 11)dx + ∫ x.0dx = − 9 + − + 11 =
−∞ −∞ −∞ 9 10 11 3 2 9 3 2 10
1000 900 729 1331 1000 1100
= − − 243 + +− + 665,5 + − = 10
3 2 2 3 3 2
+∞ 9 10 11 +∞
8.
a) F(x) é contínua em R
A
lim− F ( x) = lim+ F ( x) =
F (10) ⇔ 0 = 1 − ⇔ A = 10
x →10
x →10
A
10
0 A 1−
1− 10
10
_______________________________
b)
0, x < 10
dF
f ( x) = ( x) = 10
dx x 2 , x ≥ 10
_______________________________
c)
20
1 1
P( X > 20) = 1 − ∫ f ( x)dx = 1 − =
10
2 2
20 20 20
10 1 1
∫
10
f ( x )dx = ∫ 2 dx = FFC 10 − =
10
x x 10 2
9.
a) pv - “ultrapassar o ponto crítico de vendas”
1 3 1 4 3
P( pv) = .R(2) + . (1 − G (0,5) ) = . 1 − + . (1 − 0,5 ) = 0,585
4 4 4 25 4
____________
1
P( pv ∩ p ) = .R(2) = 0, 21
4
P( pv ∩ p ) 0, 21
P ( ( pv ∩ p ) / pv ) = = = 0,358974
P ( pv) 0,585
10.
a)
50e , se x ≤ 0
100 x
f .d . p : f ( x) = −100 x
50e , se x > 0
x
F ( x) = ∫
−∞
f (t )dt , ∀x ∈ R
se x ≤ 0
x x
1 1 x 1 1
∫ 50e dt =
100 t
∫ 100e100t dt = e100t = ( e100 x − e −∞ ) = e100 x
−∞
2 −∞ 2 −∞ 2 2
se x > 0
x 0
1 x 1 1 1 1
∫ 50e dt +
−100t
∫ 50e
100 t
dt = − e−100t + = − ( e−100 x − 1) + = 1 − e −100 x
0 −∞
2 0 2 2 2 2
1 100 x
2 e , se x ≤ 0
F ( x) =
1 − 1 e −100 x , se x > 0
2
___________________________________
b)
4, 95 − 5 Ve − Vp 5, 05 − 5
P(4,95 < Ve < 5, 05) = P(4,95 − Vp < Ve − Vp < 5, 05 − Vp ) = P < < =
5 Vp 5
= P(−0, 01 < X < 0, 01) Note − se que Vp = 5
1 1
P(−0, 01 < X < 0, 01) = F (0, 01) − F (−0, 01) = 1 − e−100(0,01) − e100( −0,01) = 63, 21%
2 2
____________________________________
c)
−k k
P(−k < 5 X < k ) = 0,9 ⇔ P < X < = 0,9*
5 5
k −k
k −k 1 −100 5 1 100 5 1 1
F −F = 1− e − e = 1 − e −20 k − e−20 k = 1 − e −20 k
5 5 2 2 2 2
−20 k −20 k
*1 − e = 0, 9 ⇔ e = 0,1 ⇔ −20k = ln(0,1) ⇔ k = 0,11513
[5 − k ;5 + k ] = [ 4,885;5,115]
4 6
1 x3 1 x3 1 43 8 1 63 43
= − x 2 + − + 3 x 2 = − 16 − + 4 + − + 108 + − 48 = 4
4 3 2 4 3 4 4 3 3 4 3 3
µ0 = max f ( x)
Como f(x) é continua e para 2 ≤ x<4 a função é crescente e sendo para 4 ≤ x ≤ 6 decrescente,
temos que o máximo da função verifica-se para x=4 ∴ µ0 = 4
0, se x < 2
2
x − x + 1 , se 2 ≤ x < 4
8 2 2
F ( x) = 2
− x + 3 x − 7 , se 4 ≤ x ≤ 6
8 2 2
1, se x > 6
x
1 x2
x
x 1 x2 x 1
∫2 4 2 4 2 8 − 2 + 2
− dx = − 2 x =
2
x
1 x2
x
x 3 x 2 3x
∫4 4 2 4 2
− + dx = − + 6 x = −
8
+ −4
2
4
para 4 ≤ x ≤ 6
x 4
1 x2 1 x2 x 2 3x 7
F ( x) = − + 6 x + − 2 x = − + −
4 2 4 4 2 2 8 2 2
µe = x : F ( x) = 0,5
1º ramo :
x2 x 1 1 x 1
− + = ⇔ x − = 0 ⇔
x=0 ∨ x=4
8 2 2 2 8 2 ∉ ao ramo ∉ ao ramo
2º ramo :
x 2 3x 7 1
− + − = ⇔ x 2 − 12 x + 32 = 0 ⇔
x =8 ∨ x=4
8 2 2 2 ∉ ao ramo ∈ ao ramo
F (4) = 0,5 ∴ µe = 4
___________________________________________
χ 0,75 = x : F ( x) = 0, 75
x 2 3x 7 3
− + − = ⇔ x 2 − 12 x + 34 = 0 ⇔ x = 6+ 2 ∨ x = 6− 2 ∴ χ 0,75 = 6 − 2
8 2 2 4 ∉ ao ramo ∈ ao ramo
χ 0,25 = x : F ( x) = 0, 25
x2 x 1 1
− + = ⇔ x 2 − 4 x + 2 = 0 ⇔ x = 2+ 2 ∨ x = 2− 2 ∴ χ 0, 25 = 2 + 2
8 2 2 4 ∈ ao ramo ∉ ao ramo
Iq = 2 + 2;6 − 2
..
2
σ 2 = E ( X 2 ) − [ E ( X )] − T .K o ening
4 6
+∞
x 1
6 4
x 3 x 4 x3 x 4 x3 50
E ( X ) = ∫ x f ( x)dx = ∫ x − dx + ∫ x 2 − + dx = − + − + =
2 2 2
−∞ 2 4 2 4 4 2 16 6 2 16 2 4 3
50 2 2 6
σ2 = −4 = σ= 0,8165
3 3 3
____________________________________________
c)
L – “lucro obtido com a venda de uma peça“
Pv=2€
Pc=1€
X ∈ [4 − σ ; 4 + σ ]
−
1, X ∉ [3,18; 4,82]
L=
1, X ∈ [3,18; 4,82]
P(3,18 < X < 4,82) = F (4,82) − F (3,18) = 0, 6519
L = (−1)(1 − 0, 6519) + 1X 0, 6519 = 0, 3038
12.
F(x)=
2
F ( 2) =
3
2 1 2 1 2 1 2 1 2 1
= ( ) 5 × (50 − 35) + ( ).( ) 4 × 5 + ( ) 2 .( ) 3 × 5 c 3 + ( ) 3 .( ) 2 × 5 c 2 + ( ) 4 .( ) × 5 + ( ) 5 .( 40 − 35) ≈ 6,32u.m
3 3 3 3 3 3 3 3 3 3
P( M 1 ).P( NS M 1 ) 0,7.0,052083
P( M 1 NS ) = = = 76,329%
P( NS ) 0,0477679
P( M 1 ) = 0,7
P( NS M 1 ) = 1 − P( NS M 1 ) = 0,052083(3)
25 2,25
P( NS M 1 ) = F (5) − F (1,5) = − = 0,94792
24 24
P( NS ) = P( M 1 ).P( NS M 1 ) + P( M 2 ).P( NS M 2 ) = 0,7.0,052083 + 0,3.0,0376984 = 0,0477679
P( NS M 2 ) = 1 − P( NS M 2 ) = 1 − 0,9623 = 0,0376984
P( NS M 2 ) = G (4) − G (1,5) = 0,9623
b) P( NS ) = 1 − P ( NS ) = 1 − 0,0477679 = 95,22%
15.
+∞ +∞ +∞
a) M x (t ) = ∫ e tx . f ( x)dx = ∫ e tx .e − x dx = ∫ e x (t −1) dx =
−∞ 0 0
1 +∞ 1 x (t −1) 1 1
= ∫
t −1 0
(t − 1).e x (t −1) dx =
FFC t − 1
e [ ]+∞
0 =
t −1
(e −∞ − 1) =
t −1
,t 1
1
E ( x ) = M x' (t ) = 2
⇒ M x' (0) = +1
(1 − t )
(1) ' .(1 − t ) 2 − ((1 − t ) 2 ) ' .1 2(1 − t )
E ( x 2 ) = M x'' (t ) = = ⇒ M x'' (0) = 2
b) (1 − t ) 4 (1 − t ) 4 c)
2(1 − t ) ' .(1 − t ) 4 − ((1 − t ) 4 ) ' .2(1 − t ) − 2(1 − t ) 4 + 8(1 − t ) 4 −2+8
E ( x 3 ) = M x''' (t ) = 8
= 8
⇒ M x''' (0) = =6
(1 − t ) (1 − t ) 1
→ E ( x 2 ) − [E ( x)] = 2 − 12 = 1
2
δ 2 T
. Köening
d)
+∞ +∞ +∞ 1 +∞
M y (t ) = ∫ e t . y f ( x)dx = ∫ e t ( 2 x +6) .e − x dx = ∫ e x ( 2t −1)+ 6t dx =
2t − 1 ∫0
(2t − 1)e x ( 2t −1)+ 6t dx
−∞ −∞ 0
6t
1 1 e 1
=
FFC 2t − 1
[
e x ( 2t −1)+ 6t ]
+∞
0 =
2t − 1
(e −∞ − e 6 t ) = ,t
1 − 2t 2
16.
a)
P(Y > 5) = f (10,10) + f (50,10) + f (100,10) + f (10,15) + f (50,15) + f (100,15) =
= 0.1 + 0.2 + 0 + 0 + 0.1 + 0.2 = 0.6
a)
0.04 + b + 0.12 = 0.38 ⇔ b = 0.22
b)
P (Y > X ) = f (0,1) + f (0,2) + f (1,2) = 0.01 + 0.05 + 0.12 = 0.18
c)
preço de X: 400€ RX=400X
preço de Y:500€ RY=500Y
E ( RX + RY ) = E ( RX ) + E ( RY ) = E (400 X ) + E (500Y ) =
E ( X ) = Σxi f1 ( xi ) =
= 400 E ( X ) + 500 E (Y ) =
= 0 * 0.11 + 0.38 + 2 * 0.51 = 1.4
? 1