background image

Egzamin dla Aktuariuszy z 28 lutego 1998 r. 
 
Prawdopodobieństwo i Statystyka 
 
Zadanie 1 
 

(

)

2

10

20

2

5

10

2

2

4

2

2

2

4

3

2

1

















=

A

A

A

P

 

( )

2

10

20

2

7

14

2

3

6

2













=

A

P

 

(

)

2

10

20

2

7

14

2

2

2

4

2

1













=

A

A

P

 

(

)

2

10

20

2

5

10

2

2

4

2

3

6

2

3

















=

A

A

P

 





















































=

























7

14

4

3

6

2

10

20

7

14

3

6

4

10

20

2

2

10

20

8

5

10

2

4

3

6

2

10

20

8

7

14

2

4

4

7

14

3

6

10

20

10

20

16

5

10

2

4

2

 

)

(

.....

4

16

7

14

3

6

8

8

16

5

10

2

4

2

2

A

L

P

=

=

















=

 

 
Zadanie 2 
 
 

(

)

(

)

(

)

∑ ∫

=

=

=

+

=

+

=

=

=

>

=

1

1

1

1

0

0

0

1

0

0

0

0

2

1

2

1

1

)

(

k

k

x

k

k

N

N

n

x

x

x

x

xdx

k

N

P

X

X

X

E

X

X

E

 

(

)

4

1

2

1

0

+

=

=

X

X

EE

EX

N

N

 

4

1

2

1

4

1

2

1

4

1

2

1

0

=

+

=

+

=

EX

ODP

 

 

background image

Zadanie 3 
 
Tu jest chyba błąd: wychodzi Be(0,5;0,5) 

∫ ∫

Π

=

Π

=



+

1

0

2

arccos

2

2

2

4

t

dr

φ

rd

t

v

u

u

P

 

bo:  
 

φ

r

v

φ

r

u

sin

cos

=

=

     

r

=

 

)

1

,

0

(

,

2

;

0

Π

r

φ

 

Π

2

;

arccos

cos

cos

2

t

φ

t

φ

t

φ

 

 

Π

=

Π

Π

=

Π

Π

=

1

0

arccos

2

1

arccos

2

2

arccos

2

4

t

t

t

r

 

Π

=

Γ

Π

=

Π

=

2

1

  

bo

   

)

5

,

0

;

5

,

0

(

)

1

(

1

2

1

1

1

2

)

(

1

2

1

1

2

1

Be

t

t

t

t

t

f

 

 
Zadanie 4 
 
k – liczba sukcesów 
k+4 – liczba poraŜek 
n=2k+4 
 

4

3

2

3

1

4

2

+





+

=

=

k

k

k

k

k

L

p

 

1

)

1

)(

5

(

)

6

2

)(

5

2

(

9

2

2

3

3

)!

4

2

(

)!

4

(

!

3

2

3

1

)!

5

(

)!

1

(

)!

6

2

(

4

5

1

1

>

+

+

+

+

=

+

+

+

+

+

=

+

+

+

+

k

k

k

k

k

k

k

k

k

k

p

p

k

k

k

k

k

k

 

2

9

5

6

30

22

4

2

2

>

+

+

+

+

k

k

k

k

 

(

)

0

5

6

2

45

54

9

60

44

8

2

2

2

>

+

+

+

+

k

k

k

k

k

k

 

160

licznika

 

    

0

)

1

)(

5

(

2

15

10

2

=

>

+

+

+

k

k

k

k

 

background image

2

10

160

2

10

160

=

=

B

A

 

2

k

 

dla

max 

1,32

 

do

 

1

1

=

>

+

k

k

p

p

 

8

4

2

2

=

+

=

n

 

 
Zadanie 5 
 
MoŜna ograniczyć się do testu NM 
 

(

)

(

)

05

,

0

2

1

2

1

2

2

2

2

2

1

2

2

1

2

2

2

2

2

=





>

Π

Π

+

t

e

e

e

e

P

µ

y

µ

x

n

µ

y

µ

x

n

i

i

i

i

 

... 

n

n

t

t

n

x

y

P

n

N

i

i

H

4

1

2

64

,

1

ln

05

,

0

ln

4

1

2

2

;

0

0

=

=





>

4

4 8

4

4 7

6

 

moc: 

95

,

0

4

1

2

64

,

1

4

1

2

2

;

4

1

1

>





>

n

n

n

x

y

P

n

n

N

i

i

H

4

4

4

8

4

4

4

7

6

 

64

,

1

2

2

1

2

64

,

1

<

n

n

n

 

22

51

,

21

03

,

43

2

56

,

6

2

28

,

3

2

2

64

,

1

2

2

1

64

,

1

>

>

>

<

n

n

n

n

n

n

n

 

 
 
 

background image

Zadanie 6 
 

(

)

[ ]

θ

t

e

θ

e

θ

t

e

x

x

θ

e

X

P

t

X

P

t

X

P

t

t

=

=

=

=

=

1

)

(ln

)

ln

(

1

1

1

 

)

(

)

(

θ

wykl

e

θ

t

f

θ

t

=

 

=

Γ

S

θ

X

i

)

;

5

(

ln

 

=

=

=

<

=

<

θ

c

x

θ

e

x

θ

θ

c

S

P

c

θ

S

P

S

c

θ

P

0

4

5

24

)

(

 

=

=

=

...

4

...

3

4

4

x

u

x

u

e

x

x

θ

 

.... 
.... 

05

,

0

1

2

6

24

1

2

3

4

=

+

+

+

+

=

c

c

c

c

e

c

 

po wstawieniu wychodzi 

2

94

,

3

c

 

tak samo 

(

)

2

18,31

 

 wychodzi

i

 

1

=

>

=

>

θ

c

S

P

θ

c

S

P

θ

θ

P

 

 
Zadanie 7 
 

(

) (

)

Y

Y

X

X

E

Y

X

X

E

=

+

+

+

+

+

15

6

5

1

...

...

 

(

)

(

)

(

)

Y

Y

X

X

E

Y

X

X

Y

X

X

E

Y

X

X

E

3

1

...

2

...

2

...

5

1

5

1

15

6

=

+

+

=

+

+

+

=

+

+

 

(

) (

) (

)

µ

Y

Y

µ

Y

Y

X

X

E

Y

X

X

E

Y

X

X

E

ODP

5

3

2

3

1

5

...

...

...

5

1

20

16

15

1

+

=

+

=

+

+

+

+

+

+

+

=

 
Zadanie 8 
 

 

(

)

(

)

( )

(

)

5

,

0

2

1

1

=

=

=

+

n

n

X

f

P

X

f

P

 

(

)

(

)

( )

(

)

( )

(

)

5

,

0

2

1

2

1

=

+

=

=

=

+

n

n

n

X

f

P

X

f

P

X

f

P

 

( ) (

)

(

)

( )

(

)

( )

(

)

(

)

( )

(

)

5

,

0

2

4

5

,

0

2

1

2

1

=

+

=

+

=

=

+

n

n

n

n

n

X

f

P

X

f

P

X

f

P

X

f

X

f

E

 

( )

( )

(

)

( )

(

)

2

2

1

=

+

=

=

n

n

n

X

f

P

X

f

P

X

Ef

 

(

)

(

)

(

)

(

)

(

)

2

2

1

1

1

1

=

+

=

=

+

+

+

n

n

n

X

f

P

X

f

P

X

Ef

 

 

background image

( ) (

)

[

]

( )

(

)

( )

(

)

( )

(

)

( )

(

)

[

]

=

+

=

=

+

=

=

+

2

2

1

2

3

1

2

,

cov

1

n

n

n

n

n

n

X

f

P

X

f

P

X

f

P

X

f

P

X

f

X

f

 

( )

(

)

( )

(

)

( )

(

)

[

]

2

1

2

2

5

,

0

=

+

=

+

=

n

n

n

X

f

P

X

f

P

X

f

P

 

[

]

[

]

2

1

2

1

,

5

,

0

5

,

0

1

0

,

Π

Π

=

Π

Π

 

Π

=

Π

+

Π

Π

=

Π

2

2

1

1

2

5

,

0

5

,

0

      

1

5

,

0

1

2

2

2

1

=

Π

+

Π

=

Π

+

Π

 




=

Π

=

Π

3

1

3

2

1

2

 

(

)(

)

=

+

+

+

=

Π

+

Π

Π

+

Π

Π

+

Π

=

3

1

2

3

2

2

3

3

2

2

3

1

3

2

3

3

1

2

2

5

,

1

2

3

2

cov

lim

1

2

2

1

2

1

n

 

9

1

9

25

18

6

3

5

3

5

2

3

2

=

+

=

+

=

 

 
Zadanie 9 
 

+

=

=

c

µ

c

x

µ

c

e

µ

x

EX

 

µ

c

t

n

n

e

t

X

P

t

P

=

=

1

)

(

1

)

(min

 

µ

c

t

n

e

µ

n

t

f

=

)

(

min

 przesunięty wykładniczy

n

µ

c

E

+

=

min

 

+

=

)

(

µ

c

n

X

E

i

 

)

(

1

1

1

1

)

(

)

(

A

µ

µ

n

n

n

µ

nc

n

n

n

µ

c

n

A

=

=

+

+

 

 
Zadanie 10 
 

(

)

=



+

+

=

+

+

=

<

=

n

i

j

i

n

i

i

i

j

i

j

i

i

i

n

n

µ

X

c

µ

X

X

c

c

X

c

E

µ

X

c

X

c

E

1

1

2

2

2

2

1

1

2

2

...

 

(

)

(

)

<

=

<

+

+

+

=

+

+

+

=

j

i

n

i

j

i

i

i

j

i

i

i

j

i

µ

c

µ

c

µ

µ

γ

c

c

µ

µ

µ

c

µ

µ

µ

γ

c

µ

c

c

1

2

2

2

2

2

2

2

2

2

2

2

2

2

2

2

2

2

 

(

)

=

+

+

=

i

j

i

j

i

µ

c

µ

µ

γ

c

µ

c

0

2

2

2

2

2

2

2

2

 

(

)

=

+

+

0

2

2

)

1

(

2

 :

i

 

po

 

suma

.

1

2

2

2

2

2

µ

n

c

µ

µ

γ

c

n

µ

i

i

 

(

)

+

=

+

=

+

+

=

2

2

2

2

2

2

2

2

2

2

2

2

2

2

)

1

(

2

2

.

2

γ

n

n

µ

γ

n

µ

µ

n

µ

µ

γ

n

µ

µ

n

c

i

 

 

background image

Z 1. 

(

)

(

)

2

2

2

2

2

2

2

2

µ

c

µ

µ

γ

c

c

µ

i

i

i

=

+

+

 

(

)

2

2

 

z

 

i

i

2

2

2

2

1

rowne

 

c

 

czyli

1

2

1

2

γ

n

c

γ

c

µ

γ

c

µ

c

i

i

i

i

+

=

=

=

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