background image

Egzamin dla Aktuariuszy z 8 października 2007 r. 
 
Prawdopodobieństwo i Statystyka 
 
Zadanie 1 
 

[

]

[

]

y

x

y

F

y

f

x

F

y

F

x

f

x

F

s

n

r

s

r

n

y

x

f

s

n

r

s

r

rs

=

  

)

(

1

)

(

)

(

)

(

)

(

)

(

)!

(

)!

1

(

)!

1

(

!

)

,

(

1

1

 

=

=

x

x

x

t

x

F

1

2

3

1

  

1

1

2

)

(

 

n=4 
 

1

,

   

   

2

1

1

2

12

)

,

(

3

2

2

2

3

14

>



=

y

x

y

x

y

y

x

x

y

x

f

 

∫ ∫

∫ ∫

∞ ∞

∞ ∞

=



+

=



=

1

1

4

2

2

4

4

2

2

2

2

3

3

1

2

1

48

1

1

2

2

12

x

x

dydx

y

y

x

x

y

x

dydx

y

x

y

x

y

x

ODP

 

=

=

+

=

+

=

+

=

1

7

2

5

4

3

6

35

16

35

128

8

1

35

240

672

560

8

1

8

1

7

48

8

1

5

96

8

1

16

7

1

48

5

1

96

3

1

48

x

x

x

x

x

x

 

 
Zadanie 2 
 

(

)

(

)

=

=

=

0

0

)

(

,...,

min

n

n

N

n

N

P

X

X

E

EM

 

dla 

)

1

(

1

1

)

(

1

)

(min

1

)

(min

  

1

+

+

=

>

=

>

=

<

n

t

n

n

e

t

X

P

t

P

t

P

n

 

)

1

(

min

)

1

(

)

(

+

+

=

n

t

e

n

t

f

 

=

=

=

+

+

=

+

+

=

=

=

=

m

n

e

n

λ

e

e

n

λ

n

N

P

EM

λ

n

n

n

λ

λ

n

N

1

)!

1

(

!

1

1

)

0

(

1

1

 

(

)

=

=

+

+

+

=

+

+

=

+

+

=

0

0

2

1

1

1

)!

2

(

1

)!

2

(

m

m

λ

λ

λ

λ

m

λ

λ

m

λ

e

λ

e

λ

e

e

m

λ

λ

e

e

m

λ

e

 

λ

EN

=

 

(

)

(

)

(

)

=

=

=

=

=

=

=

=

=

0

1

)

(

)

(

n

n

N

N

N

n

N

P

n

N

M

nE

n

N

P

n

N

N

M

E

N

M

E

 

(

)

=

=

=

+

=

+

=

1

1

1

1

1

!

1

1

1

!

1

n

n

λ

λ

λ

λ

n

λ

λ

n

e

λ

e

λ

e

e

n

λ

n

e

e

n

λ

n

n

 

(

)

λ

λ

λ

λ

λ

λ

λ

λ

λ

e

λ

λ

λ

e

λ

e

e

λ

e

e

λ

e

e

λ

λ

e

ODP

+

=

+

=

+

+

+

+

=

1

1

1

1

1

1

1

1

1

 

 
 
 
 
 
 

background image

Zadanie 3 
 

(

)

∑∫

=

=

=

Γ

+

=

=

=

=

=

0

1 0

1

)

1

(

)

(

)

0

(

)

(

)

(

n

n

x

n

t

λ

n

n

q

q

dt

e

t

n

λ

N

P

n

N

P

n

N

x

S

P

x

S

P

 

∫∑

=

+

=

=

x

A

n

n

t

λ

n

n

dx

q

e

t

n

λ

q

N

P

0

1

1

)!

1

(

)

1

(

)

0

(

4

4

4

3

4

4

4

2

1

 

=

=

+

+

=

=

=

=

=

0

0

)

1

(

1

1

!

)

(

!

1

m

m

q

t

λ

t

λ

tq

λ

tq

λ

m

m

t

λ

m

m

qe

λ

e

e

e

m

tq

λ

q

λ

q

e

t

m

λ

m

n

A

 

=

+

=

x

q

t

λ

dt

qe

λ

q

q

ODP

0

)

1

(

...

)

1

(

1

 

(

)

x

q

λ

q

x

λ

qe

e

q

q

ODP

)

1

(

)

1

(

1

1

1

=

+

=

 

 
Zadanie 4 
 
Musi być: 

(

)

X

X

EN

N

N

EE

=

2

 

9

30

18

15

=

=

hiper

X

EN

 

6

30

12

15

2

=

=

EN

 

i sprawdzamy: 

9

6

36

5

8

)

(

=

A

E

 

9

6

9

1

3

25

)

(

=

B

E

 

9

3

2

3

25

9

6

3

25

)

(

=

+

=

+

=

C

E

 

9

6

3

1

3

25

)

(

+

=

D

E

 

9

6

36

5

8

)

(

+

=

E

E

 

czyli odpowiedź C prawidłowa 
 
Zadanie 5 
 

(

)

(

)

=

>

=

=

>

1

0

6

8

6

8

)

(

0

,

0

0

,

0

θ

f

θ

S

S

P

S

S

P

 

(

) (

) (

)

[

]

2

6

2

1

6

6

8

)

1

(

1

)

1

(

0

0

0

,

0

θ

θ

θ

X

X

P

θ

S

P

θ

S

S

P

=

>

+

=

=

=

>

 

(

)

(

)

6

6

6

)

1

(

0

0

θ

θ

X

P

θ

S

P

=

=

=

=

 

(

)

2

2

1

)

1

(

1

0

θ

θ

X

X

P

=

>

+

 

background image

(

)

[

]

=

=

=

>

=

1

0

2

8

6

6

8

..

)

1

(

12

)

1

(

)

1

(

0

,

0

θ

θ

θ

θ

S

S

P

LICZ

 

(

)

(

)

=

=

=

=

=

1

0

1

0

2

6

6

6

)

1

(

12

)

1

(

)

(

0

0

MIAN

θ

θ

θ

θ

f

θ

S

P

S

P

 

(

)

(

)(

)

=

+

=

=

=

=

1

0

1

0

2

9

7

2

8

6

2

1

12

12

)

1

(

12

1

t

t

t

t

t

t

t

t

t

θ

LICZ

 

=

+

=

+

+

=

1

0

1

0

12

11

9

8

11

10

9

9

8

7

12

12

11

24

9

24

8

12

12

24

12

12

24

12

t

t

t

t

t

t

t

t

t

t

 

66

1

66

66

144

176

99

1

11

24

3

8

2

3

=

+

=

+

=

 

(

)

=

+

=

+

=

=

1

0

1

0

1

0

9

8

7

2

7

2

6

12

24

12

2

1

12

)

1

(

12

t

t

t

t

t

t

t

t

t

MIAN

 

30

1

10

12

9

24

8

12

1

0

10

9

8

=

+

=

t

t

t

 

11

5

30

66

1

=

=

ODP

 

 
Zadanie 6 
 

(

)

=

=

6

1

2

2

i

i

i

i

np

np

N

χ

 

n=6 

(

)

=

=

+

=

=

6

1

2

2

2

2

6

6

2

1

i

i

i

i

i

n

n

n

n

χ

 

(

) (

)

>

=

>

0863

,

21

0863

,

15

2

2

i

n

P

χ

P

 

moŜliwe tylko gdy któreś 6 lub któreś 5 
=P(jakaś liczba wypadła 6 razy)+P(jakaś wypadła 5 razy i raz inna)= 

}

}

}

5

5

5

6

6

liczby

wybor 

6

31

6

30

6

1

6

5

6

6

6

6

=

+

=

+

=

miejsce

liczba

 

 
Zadanie 7 
 

(

)

=

=

=

=

=

5

1

5

1

2

var

var

0

var

2

i

i

i

i

i

i

i

i

i

i

i

ε

x

β

ε

Y

x

ε

x

β

Y

x

β

 

=

i

i

i

i

i

ε

x

ε

Y

x

β

var

var

2

 

 

background image

=

>

=

β

β

ε

x

β

i

i

ˆ

0

var

2

....

2

2

2

 

=

=

=

5

1

2

2

2

2

15

var

i

i

i

σ

σ

i

i

ε

x

 

=

=

=

=

5

1

2

2

3

15

15

ˆ

i

i

i

Y

Y

σ

σ

i

iY

β

 

15

9

25

15

9

25

ˆ

var

15

15

5

5

2

5

1

3

0

ˆ

2

2

2

σ

σ

σ

i

β

β

β

β

σ

i

β

β

E

=

=

=

=

=

+

=

+

=



=



15

;

0

ˆ

15

;

ˆ

2

2

σ

N

β

β

X

σ

β

N

β

 

(

)

51

,

0

96

,

1

15

95

,

0

15

=

=

=



<

=

<

z

z

σ

σ

z

N

P

σ

z

X

P

 

 
Zadanie 8 
 

0

1

  

)

1

,

0

(

  

1

:

.

1

1

>

>

t

t

θ

H

 

125

,

0

)

(max

1

=

>

=

t

P

θ

 



>

=

6

6

8

7

max

:

   

8

7

K

t

α

3

2

1

 

8

1

,

   

8

1

=

+

β

α

β

α

 

6

1

max

α

>

 

 

1

:

.

2

1

<

θ

H

 

125

,

0

)

(max

=

<

t

P

θ

 



<

=

6

6

8

1

max

:

  

8

1

K

t

β

3

2

1

 

6

max

β

<

 

 

sama

 

 taka

moc

 

  

1

1

-

1

-

1

moc

   

1

 

dla

.

1

6

6

6

6

6

θ

θ

β

α

θ

β

θ

α

θ

+

+

=



+



=

>

 

2. oba rosną 

6

6

1

,

α

b

β

a

=

=

 

6

8

1

.

1

<

θ

 to wtedy trzeba max 

6

6

8

1

=

β

 

background image

jeśli 

6

8

7

>

θ

 to tak samo, bo prawy przedział ma niŜsze prawdopodobieństwo 

Z tego: 

2

2

max

 

lub

 

1

max

:

0

,

8

1

<

>

=

=

K

α

β

 

czyli odpowiedź (B) prawidłowa 
 
Zadanie 9 
 

λ

e

X

P

Z

P

=

<

=

=

1

)

1

(

)

1

(

 

λ

λ

λ

λ

e

e

e

e

X

P

Z

P

2

2

1

1

)

2

1

(

)

2

(

=

+

=

<

<

=

=

 

... 
... 

λ

k

λ

k

e

e

k

Z

P

=

=

)

1

(

)

(

 

(

)

( )

(

)

( )

( )

=

=

=

=

=

n

i

S

λ

n

λ

Z

λ

n

λ

λ

λ

Z

λ

Z

λ

Z

e

e

e

e

e

e

e

e

L

i

i

i

i

1

1

1

1

1

 

( )

S

λ

e

n

L

λ

=

1

ln

ln

 

S

S

n

e

e

S

Se

ne

S

e

ne

λ

λ

λ

λ

λ

λ

λ

=

=

+

=

=

)

(

0

1

0

1

 

 

 

n

S

S

e

λ

=

 

=

=

S

n

n

S

S

λ

1

1

ln

ln

 

=

S

n

λ

1

ln

ˆ

 

 
Zadanie 10 
 

( )

(

)

(

)

(

)

(

)

1

1

1

1

1

1

1

1

>

>

+

<

<

=

n

n

n

n

n

n

n

W

P

W

W

E

W

P

W

W

E

W

E

 

(

)

3

1

1

4

1

1

4

1

1

=

=

=

=

=

<

v

α

W

W

E

n

n

 

(

)

2

1

1

3

1

1

3

1

1

=

=

=

=

=

>

v

α

W

W

E

n

n

 

(

)

(

)

(

)

(

)

(

)

1

1

1

1

1

1

1

.

1

1

1

1

1

>

>

<

+

<

<

<

=

<

n

n

n

n

n

n

n

W

P

W

W

P

W

P

W

W

P

W

P

 

(

)

(

)

(

)

(

)

(

)

1

1

1

1

1

1

1

.

2

1

1

1

1

>

>

>

+

<

<

>

=

>

n

n

n

n

n

n

n

W

P

W

W

P

W

P

W

W

P

W

P

 

 
 

background image

1

3

1

4

2

1

1

1

1

1

1

.

1



+



+

=

n

n

n

q

p

p

 

1

3

1

4

2

1

2

1

.

2

+

=

n

n

n

q

p

q

 

1

q

p

  

ale

    

16

1

8

7

8

7

16

1

8

1

16

1

8

7

16

15

lim

1

1

1

1

=

+




=

=




+

=

+

=

p

q

q

p

q

p

q

q

p

p

n

n

n

n

n

n

 

Z tego: 

15

1

,

15

14

)

1

(

8

7

16

1

=

=

=

q

p

p

p

 

( )

90

31

90

3

28

30

1

45

14

15

1

2

1

15

14

3

1

lim

=

+

=

+

=

+

=

n

W

E