background image

Egzamin dla Aktuariuszy z 9 grudnia 2000 r. 
 
Prawdopodobieństwo i Statystyka 
 
Zadanie 1 
 

=

+

+

+

+

+

+

2

,

2

,

2

3

2

1

3

3

2

1

2

3

2

1

1

X

X

X

X

X

X

X

X

X

X

X

X

P

 

(

)

)

(0;

 

ustalone

 

    

,

,

1

2

1

3

3

1

2

3

2

1

+

+

+

=

X

X

X

X

X

X

X

X

X

X

P

 

 
 

 

WARUNKI: 

2

1

3

1

2

3

2

1

3

,

,

X

X

X

X

X

X

X

X

X

+

  

∫ ∫ ∫

∫ ∫

+

∞ +

=



+

0

0

1

2

3

3

1

2

3

3

1

2

1

2

1

1

2

1

1

2

3

2

1

3

2

1

x

x

x

x

x

x

x

x

x

x

x

λ

x

λ

x

λ

x

λ

x

λ

x

λ

dx

dx

dx

e

e

e

λ

dx

dx

dx

e

e

e

λ

 

(

)

(

)

(

)

(

)

∫ ∫

+

+

=



+

+

+

=

0

1

0

2

3

2

3

1

1

1

2

2

1

2

1

2

1

2

1

2

1

1

1

1

1

dx

dx

e

λ

e

λ

e

e

λ

dx

e

λ

e

λ

e

e

λ

x

x

x

x

λ

x

x

λ

x

λ

x

λ

x

x

λ

x

x

λ

x

λ

x

λ

∫ ∫

=



+

=

0

1

0

2

2

2

2

2

2

2

2

2

2

2

2

1

1

2

1

2

2

1

1

dx

dx

e

e

λ

e

λ

dx

e

e

λ

e

λ

x

x

x

λ

x

λ

x

λ

x

λ

x

λ

x

λ

 

=

+

+

=

0

1

2

2

2

2

2

2

2

2

2

1

1

1

1

1

1

1

2

1

2

2

1

2

1

dx

e

λ

e

λ

e

λ

λ

e

λ

e

λ

e

λ

x

x

λ

x

λ

x

λ

x

λ

x

λ

x

λ

 

=

=

=

0

2

2

1

4

1

2

1

2

1

λ

λ

e

λ

x

x

λ

 

4

3

4

1

1

=

=

ODP

 

 
 
 
 
 

background image

Zadanie 2 
 

2

sin

2

φ

r

a

=

 

)

2

;

0

(

Π

J

φ

 

 




Π

Π

Π

Π

=

)

2

;

(

  

2

2

sin

2

)

;

0

(

  

2

sin

2

φ

φ

r

φ

φ

r

a

 

Π

Π

Π

=

=

Π

=

Π

Π

+

Π

=

0

2

2

2

2

sin

2

2

1

2

sin

2

2

1

x

φ

φ

d

φ

φ

d

φ

ODP

 

Π

Π

Π

Π

=

Π

+

Π

=

Π

+

Π

=

Π

+





Π

=

0

0

0

4

2

2

2

cos

2

1

2

2

sin

1

2

cos

2

1

x

x

φ

 

 
Zadanie 3 
 
Przy załoŜeniu Ŝe 

0

µ

 bo wtedy istnieje minimum 

nieobciąŜony

1

4

3

2

4

3

2

1

=

+

+

+

a

a

a

a

 

(

)

min

var

2

2

4

2

3

2

2

2

1

+

+

+

σ

a

a

a

a

 

min

4

3

2

4

3

2

1

2

4

2

3

2

2

2

1

+

+

+

+

+

+

+

=

λ

a

λ

a

λ

a

λ

a

λ

a

a

a

a

L

 

=

=

=

=



=

+

+

+

=

+

=

+

=

+

=

+

15

2

10

1

15

1

30

1

0

1

4

3

2

0

4

2

0

3

2

0

2

2

0

2

4

3

2

1

4

3

2

1

4

3

2

1

a

a

a

a

a

a

a

a

λ

a

λ

a

λ

a

λ

a

 

15

1

0

1

)

2

(

4

2

3

3

)

(

2

2

=

=

+

+

+

λ

λ

λ

λ

λ

 

Z tego: 

30

min

30

1

30

30

30

16

9

4

1

15

2

10

1

15

1

30

1

min

2

2

2

2

2

2

2

σ

=

=

=

+

+

+

=

+

+

+

=

 

 
 
 

background image

Zadanie 4 
 

1

k

   

(

) (

)

)

3

(

)

(

3

3

=

=

=

=

=

=

=

S

P

k

N

P

k

N

S

P

S

k

N

P

 

(

)

(

)

(

)

0

...

27

8

3

2

3

3

9

4

2

3

1

3

2

2

3

0

1

3

2

=

=

=

=

=

=

=

=

=

=

=

=

N

S

P

N

S

P

N

S

P

     

(

)

(

)

(

)

)

3

(

6

27

8

3

3

)

3

(

2

9

4

3

2

0

3

1

6

27

8

2

9

4

)

3

(

3

2

3

2

=

=

=

=

=

=

=

=

=

=

=

+

=

=

S

P

e

λ

S

N

P

S

P

e

λ

S

N

P

S

N

P

e

λ

e

λ

S

P

λ

λ

λ

λ

 

=

+

+

=

+

+

=

+

+

=

λ

λ

λ

λ

λ

λ

e

λ

e

λ

e

λ

e

λ

ODP

λ

λ

λ

λ

81

4

9

2

27

4

9

4

81

4

9

2

27

4

9

4

6

27

8

2

9

4

6

27

24

2

9

8

3

2

3

2

3

2

3

2

 

9

2

3

6

)

2

9

(

2

18

6

2

4

18

12

36

4

18

81

27

4

12

+

+

=

+

+

=

+

+

=

+

+

=

λ

λ

λ

λ

λ

λ

λ

λ

 

 
Zadanie 5 
 

20

1

10

1

20

1

=

 

:

bo

 

20

;

0

2

10

20



σ

N

X

X

 

20

10

400

1

10

400

1

10

...

20

...

20

...

var

var

2

2

2

10

1

20

11

10

1

σ

σ

σ

X

X

X

X

X

X

=

+

=

+

+

+

+

+

+

+

=

 

)

9

(

9

         

S

 

od

 

nzl

 

,

2

2

20

10

χ

σ

S

X

X

 

(

) (

)

=

=

+

aS

X

X

aS

P

aS

X

X

aS

X

P

10

20

10

20

10

 

(

)

=

=

σ

aS

σ

X

X

σ

aS

P

N

20

20

20

)

1

,

0

(

10

20

4

4 8

4

4 7

6

 

(

)

20

262

,

2

262

,

2

20

20

20

20

)

9

(

2

2

10

20

=

=

=

a

a

a

σ

S

σ

X

X

a

P

t

4

4 8

4

4 7

6

 

 

background image

Zadanie 6 
 

σ

Y

µ

X

n

Y

Y

X

X

wariancja

X

σ

µ

N

X

n

n

n

n

n

=

=

=




+

=

+

=

0

0

1

1

n

0

10

,...,

1

1

4

1

5

2

1

Y

wart.czek.

)

,

(

        

1

1

1

4

1

4

1

4

1

1

1

4

1

4

1

1

4

1

5

5

5

2

1

2

1

2

1

5

5

2

1

2

1

...

5

2

1

3

2

1

3

2

1

+

+

+

=

+

+

=

+

=

+

+

+

=

+

+

=

=

+

=

σ

Y

σ

Y

σ

Y

µ

X

µ

X

µ

X

 

 
Z tego: 

10

2

10

2

1

1

2

5

2

1

+

=

+

=

n

n

n

n

µ

µ

X

 

3

4

4

3

4

4

1

1

3

4

4

1

+

=

+

=

n

n

n

n

σ

σ

Y

 

=

+

=

+

σ

σ

µ

µ

3

4

4

3

4

10

2

10

10

10

 

10

10

2

10

2

10

µ

µ

=

+

 

(

)

10

2

1

2

1

10

10

10

=

=

µ

 

10

10

4

4

3

4

3

4

σ

σ

=

+

 

(

)

3

4

4

1

4

1

3

4

10

10

=

=

σ

 

 
Zadanie 7 
 

(

) (

)

10

5

10

5

10

K

K

E

K

K

K

E

dr

=

 

5

dr

K

 - ilość orłów w drugiej 5 

X

X

K

=

10

 

(

) (

)

10

5

10

5

K

K

E

K

K

E

X

dr

=

 - oczywiste 

 

background image

(

)

2

10

10

5

K

K

K

E

X

=

=

 

(

)

(

)

(

)

(

)

625

,

0

16

10

16

10

4

5

10

4

1

4

1

5

4

1

2

var

var

var

var

var

10

5

10

5

5

10

5

=

=

=

=

=

=

dwum

K

K

K

K

E

K

K

K

E

 
 
Zadanie 8 
 

( )

=

>

=

>

=

>

Π

Π

+

+

+

t

e

P

t

e

P

t

e

e

P

x

x

x

x

x

x

x

8

1

4

1

8

3

2

8

1

4

1

8

2

8

1

0

2

2

2

2

2

2

1

2

1

2

1

2

2

1

 

(

)

0

)

2

ln(

8

1

2

3

)

2

ln(

8

1

4

1

8

3

2

2

>

+

=

>

+

=

t

x

x

P

t

x

x

P

 

-2 jest pierwiastkiem  z Vieta

3

4

2

3

2

=

=

+

=

b

x

x

 

11

,

0

07725

5

,

0

40824

,

0

5

,

0

2

 

lub

 

3

4

+

=

<

>

x

x

P

 czyli odpowiedź (E) prawidłowa 

 
Zadanie 9 
 

(

) (

) (

) (

) (

)

3

1

1

3

3

2

2

3

3

3

1

1

1

1

1

1

1

<

=

=

+

<

=

=

=

<

n

n

n

n

n

n

n

n

n

n

X

X

P

X

X

P

X

X

P

X

X

P

X

X

P

(

) (

)

(

) (

)

(

)

(

) (

)

(

)

+

<

=

+

<

=

=

<

=

=

+

3

1

3

3

2

3

3

0

0

3

1

1

1

1

1

1

1

n

n

n

n

n

n

n

n

n

n

X

P

X

P

Y

P

X

P

X

P

Y

P

X

X

P

X

X

P

 

(

) (

)

(

)

(

)

(

) (

) (

)

3

3

3

0

,

2

,

1

3

0

3

1

1

1

1

=

<

=

=

<

=

+

n

n

n

n

n

n

n

Y

P

Y

P

X

P

X

P

X

P

X

P

Y

P

 

(

) (

) (

)

(

)

(

)

(

)

(

)

=

=

=

=

=

=

+

=

=

<

=

<

9

3

1

1

1

1

1

1

0

3

0

...

3

3

3

3

3

3

k

n

n

n

n

n

n

n

n

n

n

Y

P

X

P

k

X

P

Y

P

X

X

P

X

X

P

X

X

P

(

)

(

)

(

)

(

)

(

)

=

+

<

<

=

3

3

3

3

3

3

3

1

1

1

1

n

n

n

n

n

n

n

X

P

X

X

P

X

P

X

X

P

X

P

 

(

) (

)

(

)

(

) (

)

(

) (

)

(

)

=

+

<

=

=

+

<

=

3

10

1

3

3

10

7

3

0

1

3

3

1

1

1

1

1

n

n

n

n

n

n

n

X

P

X

P

X

P

X

P

Y

P

X

P

Y

P

(

)

(

)

(

)

3

10

2

10

7

3

10

9

3

10

7

1

1

1

+

=

+

<

=

n

n

n

X

P

X

P

X

P

 

8

7

8

10

10

7

10

7

10

8

10

2

10

7

10

2

10

7

1

=

=

=

+

=

+

=

x

x

x

x

X

X

n

n

 

 
Zadanie 10 
 

0

)

(

0

)

(

)

(

0

)

(

)

(

>

>

>

B

A

P

B

A

P

B

P

B

A

P

A

P

   BO:   

(

)

)

(

\

)

(

)

(

\

B

C

A

C

B

C

A

C

B

C

 

 

background image

Z nierówności z treści zadania: 

0

)

(

)

(

)

(

  

bo

  

)

(

)

(

)

(

)

(

)

(

)

(

>

+

>

+

B

A

P

B

P

A

P

A

P

C

A

P

B

A

P

C

B

A

P

C

B

P

C

A

P

 

Z TEGO: 

)

(

)

(

)

(

)

(

)

(

)

(

C

A

P

B

A

P

A

P

C

A

P

C

B

A

P

C

B

P

>

 

(

)

>

>

=

)

(

)

(

)

(

)

(

)

(

)

(

)

(

)

(

)

(

)

(

B

A

P

B

P

C

A

P

B

A

P

A

P

C

A

P

B

A

P

B

P

C

B

A

P

B

C

P

A

B

C

P

 

(

)

(

)

(

)

)

(

)

(

)

(

)

(

)

(

)

(

)

(

)

(

)

(

)

(

)

(

)

(

)

(

)

(

A

C

P

B

A

P

B

P

A

P

B

A

P

B

P

C

A

P

B

A

P

B

P

A

P

C

A

P

A

P

B

A

P

C

A

P

=

=

>