Consider an auto insurance portfolio where the number of accidents follows a Poisson distribution with parameter )= 2000. Suppose the damage sizes for individual accidents are i.i.d. (independent identically distributed) r.v.'s following a uniform distribution on [0,10]. (Units of money are not specified; it may be $100, or $1000, or something else). Each policy involves a deductible of 2 (units of money). Let Nj be the number of accidents that result in claims, and NV2 be the number of accidents that do not result in claims. Answer the following questions 1-5.Question 1 Are N1, N2 independent? O Depends on a situation, O Yes O No Question 2 What is the name of the distributions of N1, N2? Gamma O Exponential Compound Poisson Marked PoissonQuestion 3 What is the mean and variance of N,? O 1329.68, 1329.68 400,160000 O 670.32,670.32 O 1600, 1600 1600,3200 Question 4 What is the mean and variance for N2? O 400,400 670.32,670.32 1393.47, 1393.47 1600.3200 400,160000D Question 5 5 Which of the following numbers is close to the probability that N1 will not be larger than 1600? (Hint: To what distribution is the Poisson distribution with a parameter of A close for "large" *?) O1 O 0.75 O 0.25 O 0.5