background image

Egzamin dla Aktuariuszy z 27 marca 1999 r. 
 
Prawdopodobieństwo i Statystyka 
 
Zadanie 1 
 
N=10-X    X – liczba białych w losowaniu 2 kul 

38

9

20

19

10

9

!

20

!

18

2

!

8

2

!

10

2

20

2

10

)

0

(

=

=

=









=

=

X

P

 

19

10

20

19

200

!

20

!

18

2

100

2

20

100

)

1

(

=

=

=





=

=

X

P

 

38

9

)

2

(

=

=

X

P

 

1

38

38

38

18

19

10

=

=

+

=

EX

 

19

28

38

56

38

36

38

20

2

=

=

+

=

EX

 

19

9

19

19

19

28

var

=

=

X

 

19

9

var

var

=

=

X

N

 

 
Zadanie 2 
 
Tu chyba błąd bo wychodzi 7/16 
 

 

∫ ∫

∫ ∫

∫ ∫

+

+

=

+

+

=

5

,

0

0

25

,

0

2

0

5

,

1

5

,

0

25

,

0

2

25

,

0

2

2

5

,

1

1

25

,

0

2

16

7

2

1

2

1

2

1

x

x

x

x

dydx

dydx

dydx

ODP

 

 

background image

Zadanie 3 
 

(

)

=

⋅⋅

=

k

i

i

x

x

n

SSA

1

2

 

(

)

∑∑

=

=

=

k

i

n

j

i

ij

x

x

SSE

1

1

2

 

[

]

)

1

(

/

)

1

/(

=

n

k

SSE

k

SSA

F

 

{

}

)

1

(

,

1

/

1

=

n

k

k

α

f

F

K

 

4

9

;

41

,

4

;

40

;

5

;

5

,

30

,

31

,

30

,

10

,

2

:

2

1

12

=

=

=

=

=

=

=

=

=

⋅⋅

F

kw

SSE

SSA

y

y

y

n

k

H

 

przyjmujemy 

2

;

41

,

4

;

45

;

5

;

5

,

31

;

32

;

31

:

3

2

23

=

=

=

=

=

=

=

⋅⋅

F

kw

SSE

SSA

y

y

y

H

 przyjmujemy 

28

,

10

;

41

,

4

;

35

;

20

;

31

;

32

;

30

:

3

1

13

=

=

=

=

=

=

=

⋅⋅

F

kw

SSE

SSA

y

y

y

H

 odrzucamy 

35

,

3

5

,

4

;

35

,

3

;

60

;

20

;

31

;

32

;

31

;

30

;

10

;

3

:

3

2

1

123

>

=

=

=

=

=

=

=

=

=

=

⋅⋅

F

kw

SSE

SSA

y

y

y

y

n

k

H

 
odrzucamy 
 
czyli odpowiedź (D) 
 
Zadanie 4 
 

0

1

θ

θ

>

 

(

)

(

)

( )

(

)

( )

=

n

θ

n

θ

n

θ

θ

θ

θ

x

χ

x

χ

x

p

x

p

:

1

;

:

1

;

0

1

0

1

0

1

2

)

(

)

(

rosnąca 

n

x

:

1

 

statystyka: 

n

x

:

1

 

(

)

01

,

0

:

1

0

=

c

x

P

n

θ

 

(

)

2

ln

100

ln

01

,

0

ln

2

ln

01

,

0

2

ln

0

n

c

cn

e

c

X

P

cn

n

θ

=

=

=

=

 

(

)

(

)

64

,

0

1

1

1

2

ln

=

=

θ

c

n

n

θ

θ

e

c

X

P

moc

 

(

)

64

,

0

ln

2

ln

1

θ

c

n

 

2

ln

64

ln

100

ln

1

n

θ

c

 

2

ln

64

ln

100

ln

2

ln

100

ln

1

n

θ

n

 

64

ln

100

ln

2

ln

100

ln

1

n

θ

 

64

ln

2

ln

1

n

θ

 

1

1

1

6

2

ln

2

ln

6

2

ln

64

ln

θ

θ

θ

n

=

=

 

 
 
 
 

background image

Zadanie 5 
 

)

1

(

3

)

1

(

3

p

p

N

P

=

=

   4 próby 

2

3

)

1

(

2

4

)

2

(

p

p

N

P





=

=

  5 prób (wybór poraŜek na 





2

4

(

)

2

3

3

2

1

6

)

1

(

3

p

p

p

p

p

+

=

 

2

6

12

6

3

3

p

p

p

+

=

 

0

1

3

2

2

=

+

p

p

 

1

2

4

9

=

=

 

2

1

P

odpada

 

1

4

1

3

;

4

1

3

2

1

=

=

+

=

=

p

p

 

 
Zadanie 6 
 

Wiemy: 

)

(

)

(

3

)

(

)

(

!

0

!

2

!

3

2

2

3

max

x

f

x

F

x

f

x

F

f

X

=

=

 

(

)

(

)

)

(

)

(

1

3

)

(

)

(

1

!

2

!

3

2

2

3

min

x

f

x

F

x

f

x

F

f

X

=

=

 

)

(

)

(

2

2

max

x

f

x

F

f

X

=

 

(

)

)

(

)

(

1

2

2

min

x

f

x

F

f

X

=

 

(

)

(

)

=

=

1

)

(

2

)

(

3

)

(

)

(

1

3

)

(

)

(

3

2

2

x

F

x

xf

x

f

x

F

x

x

f

x

xF

L

 

(

)

(

)

=

=

=

L

x

F

x

xf

x

F

x

xf

x

f

x

xF

P

1

)

(

2

)

(

2

2

3

)

(

1

)

(

2

)

(

)

(

2

2

3

 

Odpowiedź prawidłowa (A) 
 
Zadanie 7 
 

( )

+

=

+

=

=

=

=

Γ

=

=

0

0

0

)

2

(

2

2

2

2

3

4

)

2

(

2

)

(

)

(

x

β

α

e

λ

λ

d

e

λ

e

λ

λ

d

λ

f

λ

x

f

x

f

x

λ

λ

x

λ

 

)

2

;

2

(

)

2

(

8

)

2

(

2

4

2

3

Pareto

x

x

+

=

+

=

 

8

2

8

)

2

(

2

1

)

2

(

4

2

1

2

2

1

)

(

2

2

2

=

+

=

+

=

+

=

+

=

x

x

x

x

x

F

X

 

828

,

0

2

8

=

=

med

x

 

 
Zadanie 8 
 

(

)

=

+

=

+

n

X

n

X

n

X

n

X

n

X

n

X

n

X

X

n

X

t

t

t

t

t

t

t

t

t

2

2

2

2

2

2

2

2

2

2

 

(

)

2

2

2

2

2

2

2

1

2

1

...

µ

n

σ

n

µ

n

σ

n

n

X

X

E

X

E

T

+

=

+

=

+

+

=

 

background image

(

)

(

)

n

σ

X

X

n

µ

X

X

E

T

T

2

1

1

...

var

...

=

+

+

=

+

+

 

(

)

=

=

+

=



+

+

=

T

t

t

T

σ

µ

n

σ

µ

n

T

σ

µ

n

σ

n

µ

n

σ

ODP

1

2

2

2

2

2

2

2

2

2

)

1

(

 

n

Tn

n

T

n

n

T

c

σ

T

σ

c

=

=

=

=

)

1

(

1

1

)

1

(

2

2

 

 
Zadanie 9 
 

( )

(

)

2

2

2

1

2

;

2

;

.

1

σ

µ

N

X

σ

µ

N

X

          

(

)

( )

2

2

2

1

;

2

;

2

.

2

σ

µ

N

X

σ

µ

N

X

 

 

(

)

(

)

2

2

2

1

1

2

2

1

3

;

3

3

;

.

1

Y

σ

µ

N

X

X

Y

σ

µ

N

X

X

=

+

=

 

)

1

(

3

2

1

χ

σ

µ

Y





+

 

(

)

2

2

1

3σ

µ

Y

E

=

+

 

2

2

1

2

1

3

2

σ

µ

EY

µ

EY

=

+

+

 

2

2

2

2

2

2

1

3

2

3

µ

σ

µ

µ

σ

EY

+

=

+

=

 

)

1

(

3

3

2

2

χ

σ

µ

Y





 

(

)

2

2

2

3

3

σ

µ

Y

E

=

 

2

2

2

2

2

3

9

6

σ

µ

EY

µ

EY

=

+

 

2

2

2

2

2

2

9

3

9

3

6

3

µ

σ

µ

µ

µ

σ

EY

+

=

+

=

 

 
dla 2 wychodzi tak samo 
 

(

) (

)

(

)

)

9

(

3

3

9

3

3

2

2

2

2

2

2

b

a

µ

b

a

σ

µ

σ

b

µ

σ

a

Eest

+

+

+

=

+

+

+

=

 

1

24

0

27

3

1

3

3

0

9

=

=

+

=

+

=

+

b

b

a

b

a

b

a

 

8

3

;

24

1

=

=

a

b

 

 
Zadanie 10 
 

815

,

7

)

3

(

05

,

0

=

kw

χ

 

1

0

=

e

p

 

1

1

=

e

p

 

1

2

5

,

0

=

e

p

 

 

background image

1

3

5

,

2

1

=

e

p

 

(

) (

) (

)

(

)

(

)

(

)

1

2

1

1

2

1

1

2

1

1

2

1

5

,

2

1

5

,

2

1

25

5

,

0

5

,

0

40

70

135

+

+

+

=

e

n

e

n

ne

ne

ne

ne

ne

ne

n

χ

 

(

)

(

)

(

)

+

+

+

+

+

+

+

1

2

2

1

2

1

2

2

1

2

1

2

1

2

1

2

25

,

0

40

40

2

140

70

135

1

270

2

1

e

e

n

ne

e

e

n

ne

e

e

n

e

e

n

 

(

) (

)

n

e

e

n

e

n

815

,

7

5

,

2

1

5

,

2

1

5

,

2

1

50

25

1

2

1

2

1

2

+

+

 

[

]

[

]

+

+

+

+

+

+

+

815

,

7

50

80

140

270

270

5

,

2

1

5

,

0

2

1

1

1

1

2

e

n

e

e

e

e

e

n

 

0

5

,

2

1

25

40

2

70

135

1

2

2

2

2

+

+

+

+

e

e

e

e

 

0

5

,

2

1

625

26325

)

815

,

7

270

(

)

1

(

1

2

+

+

+

e

e

e

n

e

n

 

76

,

69

 

14

,

236

33

,

195

2

1

n

n

 

Z tego najmniejsze n=196