2005 01 17 prawdopodobie stwo i statystykaid 25338

background image

Egzamin dla Aktuariuszy z 17 stycznia 2005 r.

Prawdopodobieństwo i Statystyka

Zadanie 1

Y=N-2

N – ilość rzutów do uzyskania 2 szóstek

2 miejsca przez 6 zajęte; prawdopodobieństwo sukcesu: wybór z (1,...,5)

(

)

6

4

5

4

5

1

4

2

4





=

=

=

k

k

k

N

X

P

2

6

5

6

1

)

1

(

6

1

)

(

=

=

k

k

k

N

P

(

)

=





=

=

=

6

2

6

4

6

5

)

1

(

36

1

5

4

5

1

4

2

4

k

k

k

LICZ

k

k

X

k

N

P

k

k

k

k

k

k

k

k

k

k

k

k

k

k

k

k

LICZ





=





=

=

3

2

4

1

6

1

5

6

5

5

4

24

120

6

1

6

5

)

1

(

6

1

5

4

5

1

)!

6

(

24

)!

2

(

6

2

2

6

2

2

2

6

6

4

=

=

+

=

=





+

=

+

=

=

=





=

6

0

6

6

6

6

6

6

6

2

1

5

3

4

1

3

2

5

3

2

4

1

1

6

5

6

6

3

2

4

1

6

1

5

k

l

l

k

l

l

l

k

l

k

k

k

LICZ

(

)

k

k

k

X

k

N

P





=

=

=

3

2

6

1

2

1

4

6

(

)

=

=

+

=





+

+

=

+

=

=

=





=

=

6

0

6

6

6

3

2

1

6

2

1

)

6

(

6

6

3

2

6

1

2

1

4

k

l

l

k

l

l

l

l

k

l

k

k

k

k

X

N

E

18

6

3

1

3

2

6

3

3

2

2

1

6

6

6

=

+

=

(

) (

)

16

2

18

4

2

4

=

=

=

=

=

X

N

E

X

Y

E

(

)

12

4

16

4

=

=

=

X

X

Y

E


Zadanie 2

x

x

x

x

F

x

f

X

+

=

+

=

+

=

1

1

1

1

)

(

,

)

1

(

1

2

1

2

2

2

3

)

1

(

2

1

1

1

)

(

,

)

1

(

2

2

x

x

x

x

x

F

x

f

X

+

+

=

+

=

+

=

<

<

=

0

1

)

(

max)

(min

x

f

x

P

P

=

>

<

=

<

<

=

<

<

)

(min

)

(max

1

min)

(

max)

(

max)

(min

x

P

x

P

x

P

x

P

x

P

background image

(

)

(

)

[

]

=

+

+

+

=



+



+

+

=

>

<

=

6

3

6

3

2

3

2

2

2

3

2

3

)

1

(

1

)

2

(

)

1

(

)

1

(

1

)

1

(

2

1

1

x

x

x

x

x

x

x

x

x

X

P

x

X

P

=

+

+

+

+

+

+

+

=

6

3

4

5

6

6

5

4

3

2

)

1

(

1

8

12

6

6

15

20

15

6

1

x

x

x

x

x

x

x

x

x

x

x

(

)

4

6

2

6

2

3

6

2

3

4

)

1

(

)

2

(

3

)

1

(

)

2

(

)

1

(

3

)

1

(

2

5

4

3

)

1

(

6

15

12

3

+

+

=

+

+

+

=

+

+

+

+

=

+

+

+

+

=

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

2

-

2x

-

2

2x

3

3

2

5

3

)

1

(

:

2

5

4

2

3

2

2

2

3

2

3

2

+

+

+

+

+

+

+

+

+

x

x

x

x

x

x

x

x

x

x

x

x

1

2

1

3

2

2

1

3

1

2

4

9

2

1

=

+

=

=

=

=

=

x

x

=

=





+

=

=

+

=

=

+

=

+

+

=

0

1

1

1

5

3

6

4

6

6

5

2

5

3

1

5

3

1

3

3

)

1

)(

1

(

3

1

)

1

(

)

2

(

3

t

t

t

t

t

t

t

t

x

x

x

x

P


Zadanie 3

arctgt

φ

φ

tg

t

tx

y

=

=

=

,

,

∫ ∫

Π

=

Π

=

Π

=

=

=

=

Π

=

<

arctgt

arctgt

arctgt

φ

drd

r

φ

r

y

φ

r

x

t

X

Y

P

0

1

0

0

2

2

4

sin

cos

4

(

)

)

;

0

(

,

1

2

)

(

2

+

Π

=

x

x

x

f

Z


Zadanie 4

)

0

(

)

1

(

1

)

2

(

=

=

=

S

P

S

P

S

P

(

)

(

)

8

1

7

,...,

max

)

0

(

Y

Y

X

P

S

P

<

=

=

(

)

(

)

(

)

(

)

8

1

6

8

1

,...,

,...,

max

7

)

1

(

Y

Y

m

X

P

Y

Y

X

P

S

P

<

>

=

=

background image

(

)

9

1

!

9

!

8

,...,

,

8

2

1

=

=

>

Y

Y

Y

X

P

2

,

0

9

8

9

1

7

9

8

1

6

7

=

ODP


Zadanie 5

=

=

<

t

e

t

e

x

t

X

P

0

2

2

)

(ln

Γ

)

2

,

(

ln

n

X

i

po przekształceniach:

=









<





+

>

n

n

n

X

n

n

n

X

P

i

i

5

,

0

1

1

ln

ln

lub

5

,

0

1

1

ln

ln

=









>





+

<

=

n

n

n

X

n

n

n

X

P

i

i

1

1

ln

5

,

0

ln

lub

1

1

ln

5

,

0

ln





>





+

<

=

n

n

n

n

X

n

n

n

n

X

P

i

i

1

1

ln

2

2

1

2

ln

lub

1

1

ln

2

2

1

2

ln

046

,

0

)

2

(

1

)

2

(

1

1

ln

2

lim

1

1

1

ln

2

lim

Φ

+

Φ

=





Φ

+





+

Φ

n

n

n

n


Zadanie 6

Zadanie z liczby ciągów binarnych i serii (patrz: WYKŁADY Z KOMBINATORYKI)

3

,

6

3

2

2

,

9

,

6

=

=

=

=

=

=





+

=

k

k

R

m

n

n

m

n









=









=

2

8

2

5

2

1

1

1

1

2

k

m

k

n

A

143

16

!

9

!

6

!

15

28

10

2

=

=

ODP


Zadanie 7

=

=

=

=

=

10

6

5

1

2

10

6

5

5

1

5

5

2

i

i

i

i

X

θ

i

i

X

θ

i

i

e

X

θ

e

X

θ

L

=

=

=

=

+

=

10

6

10

6

5

1

5

1

2

ln

ln

5

ln

2

ln

5

ln

5

ln

i

i

i

i

i

i

i

i

X

θ

X

θ

X

θ

X

θ

L

background image

=

=

=

=

+

=

=

+

=

5

1

10

6

5

1

10

6

2

10

ˆ

0

2

5

5

i

i

i

i

i

i

i

i

X

X

θ

X

θ

X

θ

θ

)

5

,...,

1

(

i

(

)

=

=

=

=

=

<

2

0

0

)

(

2

1

2

t

t

w

θ

x

θ

i

θ

wykl

dw

e

θ

dw

dx

x

w

x

e

x

θ

t

X

P

)

10

,...,

6

(

i

(

)

=

=

=

=

=

<

4

0

0

2

2

)

(

1

2

2

t

t

w

θ

x

θ

i

θ

wykl

e

θ

dw

x

w

x

e

x

θ

t

X

P

)

;

10

(

,

10

ˆ

θ

X

X

θ

Γ

=

=

=

=

=

=

0

9

10

9

10

9

!

9

1

10

ˆ

θ

θ

β

α

e

x

θ

x

θ

E

x

θ

=

=

=

=

=

0

2

9

10

2

2

18

25

8

!

9

1

100

ˆ

θ

θ

β

α

e

x

θ

x

θ

E

x

θ

( )

2

2

2

6

1

1

9

10

2

18

25

ˆ

θ

θ

θ

θ

E

=

+

=


Zadanie 8

1

,

0

,

4

,

5

,

)

1

(

,

)

1

(

1

2

1

1

2

1

=

=

=

+

+

+

+

α

m

n

y

a

Y

x

a

X

a

i

a

i

(

)

(

)

=

+

=

+

+

+

=

4

1

1

4

2

5

1

1

5

1

2

1

1

1

i

a

i

i

a

i

y

a

x

a

L

(

)

(

)

(

)

(

)

=

=

+

+

+

+

+

=

5

1

4

1

2

2

1

1

1

ln

1

ln

4

1

ln

1

ln

5

ln

i

i

i

i

y

a

a

x

a

a

L

(

)

(

)

=

=

+

=

=

+

=

5

1

5

1

1

1

1

1

ln

5

0

1

ln

5

i

i

i

i

x

a

x

a

a

(

)

(

)

=

=

+

=

=

+

=

4

1

4

1

2

2

2

1

ln

4

0

1

ln

4

i

i

i

i

y

a

y

a

a

background image

0

,

4

,

5

2

1

2

2

2

2

2

2

2

1

2

1

2

=

=

=

a

a

a

a

a

a

max

0

i

0

20

4

0

0

5

2

1

2

1

,

ˆ

,

ˆ

2

2

2

1

2

2

2

1

<

>

=

a

a

a

a

f

a

a

a

a

(

)

(

)

=

=

+

+

=

5

1

4

1

1

ln

4

1

ln

5

ˆ

i

i

i

i

x

y

T

(

)

(

) (

)

+

=

=

+

=

+

=

<

=

<

+

=

<

+

1

0

1

2

1

)

1

(

1

1

)

1

ln(

2

t

e

a

t

t

w

x

x

a

e

y

P

e

y

P

t

y

P

( )

=

=

+

t

e

t

a

a

a

wykl

e

w

a

1

2

1

2

2

2

1

analogicznie:

(

)

( )

1

)

1

ln(

a

wykl

t

x

P

=

<

+

(

)

=

=

=

=

<

=

<

λ

t

t

w

x

λ

wykl

e

w

x

λ

e

λ

λ

t

X

P

t

X

λ

P

2

0

0

2

2

1

2

1

2

2

2

(

)

(

)

+

+

2

1

1

ln

2

1

ln

2

1

2

wykl

x

a

y

a

i

i

Y

X

a

a

T

4

5

2

2

ˆ

1

2

=

)

10

(

2

1

,

5

),

8

(

2

1

,

4

2

2

χ

Y

χ

X

Γ

Γ

}

<

=

<

=





<

c

Y

X

P

c

Y

X

P

c

a

a

T

P

F

1

10

8

1

4

5

1

)

10

,

8

(

1

2

07

,

3

1

1

10

8

1

1

2

=

>

=





>

d

d

Y

X

P

d

a

a

T

P

wiemy, że:

35

,

3

1

1

)

95

,

0

(

1

)

05

,

0

(

)

8

,

10

(

)

10

,

8

(

=

=

c

kw

kw

F

F

T

T

d

c

T

ODP

02

,

3

07

,

3

1

35

,

3

)

(

=

=





background image

Zadanie 9

(

)

(

)

2

2

2

2

2

2

2

2

2

1

4

1

4

1

2

1

)

(

)

var(

σ

µ

µ

µ

σ

ZX

E

X

Z

E

ZX

+

=

+

=

=

(

)

(

)

2

2

2

2

2

2

2

1

µ

σ

EX

EZ

X

Z

E

+

=

=

µ

ZX

E

2

1

)

(

=

(

) (

)

(

)

[

]

2

2

2

2

2

4

1

4

1

4

1

,

cov

σ

p

µ

µ

σ

p

X

Z

E

X

X

Z

Z

E

X

Z

X

Z

i

i

j

i

j

i

j

j

i

i

=

+

=

=

(

)

( )

(

)

[

]

[

]

2

2

2

4

1

,

cov

µ

σ

p

EX

EX

X

X

Z

E

X

X

Z

Z

E

j

i

j

i

i

j

i

j

i

+

=

+

=





+

+

=

+

+

=





+

+

=

)

1

(

2

1

1

2

4

4

)

1

(

2

1

4

1

4

1

2

2

2

1

4

1

2

2

2

2

2

2

2

2

n

p

σ

n

µ

n

σ

np

n

σ

n

µ

n

σ

p

n

σ

µ

n

ODP


Zadanie 10

)

4

,

2

(

Γ

λ

X

EN

EX

N

S

var

)

(

var

var

2

+

=

Y

EN

EY

N

T

var

)

(

var

var

2

+

=

( )

2

1

=

=

=

λ

E

λ

N

EE

EN

( )

(

)

( )

(

)

8

5

16

2

2

1

var

var

var

var

=

+

=

+

=

+

=

λ

λ

E

λ

N

E

λ

N

E

N

8

9

2

1

8

5

var

=

+

=

S

2

9

5

,

4

4

2

1

4

8

5

var

=

=

+

=

T

)

,

cov(

2

var

var

)

var(

T

S

T

S

T

S

+

+

=

+

(

)

=

+

=

+

N

i

i

i

Y

X

T

S

1

)

var(

)

(

var

)

var(

2

Y

X

EN

Y

X

E

N

T

S

+

+

+

=

+

E(X+Y)=1+2=3
var(X+Y)=1+4=5

8

65

8

20

45

2

5

8

45

5

2

1

9

8

5

)

var(

=

+

=

+

=

+

=

+

T

S

4

5

2

1

8

9

36

65

2

1

8

9

2

9

8

65

)

,

cov(

=

=

=

T

S

9

5

9

4

4

5

2

3

8

3

4

5

)

,

(

=

=

=

T

S

corr


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