background image

Egzamin dla Aktuariuszy z 15 grudnia 2008 r. 
 
Prawdopodobieństwo i Statystyka 
 
Zadanie 1 
 

(

)

[

]

[

]

=

=

+

+

+

+

=

=

+

+

+

9

2

9

3

2

1

2

4

4

3

2

3

3

2

1

2

4

3

X

X

X

X

X

X

X

E

X

X

X

X

X

E

 

(

)

(

)

( )

2

4

3

2

1

3

4

3

2

1

2

3

9

2

9

X

E

X

X

X

X

E

EX

X

X

X

X

E

+

=

+

+

+

=

+

+

=

 

(

) (

)

4

3

2

1

3

3

2

1

4

3

9

9

EX

X

X

X

X

E

X

X

X

X

X

E

+

=

+

+

=

=

+

+

+

 

 
dla 

)

9

,...,

0

(

i

 

(

)

(

)

(

)

=

+

+

=

+

=

=

=

+

+

=

3

1

;

9

9

9

,

9

3

2

1

2

1

3

3

2

1

3

Bernoulli

X

X

X

P

i

X

X

i

X

P

X

X

X

i

X

P

 

czyli: 

(

)

[

]

181

10

10

3

1

9

10

2

3

1

9

3

2

3

1

9

9

2

2

3

2

1

2

4

3

=

+

+

+

+

=

=

+

+

+

X

X

X

X

X

E

 

(

)

13

10

3

9

3

2

1

4

3

=

+

=

=

+

+

+

X

X

X

X

X

E

 

12

)

13

(

181

2

=

=

ODP

 

 
Zadanie 2 
 
0<X+Y<2 
X-Y<0 
 
Sprawdzamy (B) 

[

]

(

)

∫ ∫

=

=

=

=

1

0 0

1

0

1

0

5

,

0

5

,

0

0

5

,

0

5

,

0

5

,

0

5

,

0

2

2

25

,

0

2

25

,

0

25

,

0

x

x

x

x

y

x

x

y

e

e

e

e

dydx

e

e

P

 

[

]

(

)

1

1

1

0

5

,

0

5

,

0

5

,

0

2

2

5

,

0

5

,

0

2

5

,

0

=

=

=

e

e

e

x

 czyli odpowiedź (B) jest prawidłowa 

 
Zadanie 3 
 

(

)

(

)

1

,

1

1

,

1

,

1

3

2

3

2

1

=

=

X

X

P

X

X

X

P

P

 

(

)

(

)

=

=

=

=

1

1

1

,

1

1

1

3

2

X

P

X

X

X

P

LICZ

 

(

)

(

)

[

]

12

1

9

2

8

3

9

1

9

1

8

3

9

4

4

1

9

2

2

1

8

3

....

1

1

1

4

3

2

1

0

0

1

=

=

+

=

+

=

+

=

=

=

=

X

P

X

X

P

 

(

)

(

)

(

)

(

)

(

)

=

=

=

+

=

+

=

=

=

=

=

3

1

1

1

1

1

1

3

2

3

4

3

2

4

3

1

4

3

2

1

1

,

1

i

X

P

X

P

X

P

i

X

P

i

X

X

X

P

MIAN

 

3

2

12

8

12

3

4

1

4

1

3

1

12

1

3

1

4

3

9

4

4

3

9

2

8

3

9

4

4

3

4

3

3

1

9

2

2

1

4

3

9

4

4

1

9

2

2

1

8

3

=

=

+

+

=

+

+

=

+

+

=

+

+

+

+

=

 

8

1

2

3

12

1

=

=

ODP

 

 

background image

Zadanie 4 
 
B – liczba białych pozostałych po I losowaniu 

( )

B

S

2

 ma rozkład hipergeometryczny 

N=10, M=B, n=5 

( )

B

B

B

S

E

2

1

10

5

2

=

=

 

( )

(

)

B

B

B

B

B

S

=

=

10

36

1

9

5

10

10

10

5

var

2

 

 
rozkład B: 
X  - liczba wylosowanych białych 
X=8-B 
B=8-X 
N=16, n=6, M=8 

3

16

8

6

=

=

EX

 

1

15

10

2

1

2

1

6

var

=

=

X

 

10

9

1

2

=

+

=

EX

 

5

3

8

)

8

(

=

=

=

X

E

EB

 

(

)

26

10

3

16

64

16

64

)

8

(

2

2

2

=

+

=

+

=

=

X

X

E

X

E

EB

 

1

5

26

var

2

=

=

B

 

( )

(

)

( )

(

)

(

)

12

11

12

3

8

4

1

3

2

4

1

26

5

10

36

1

var

var

2

2

=

+

=

+

=

+

=

+

=

B

S

E

B

S

E

ODP

 

 
Zadanie 5 
 

(

)

(

)

)

1

(

1

)

1

(

)

1

(

)

1

(

1

1

1

1

F

F

t

F

X

P

t

X

P

X

t

X

P

+

=

>

+

<

<

=

>

<

 

=

=

=

=

=

=

t

t

t

w

x

X

e

dw

e

dw

xdx

w

x

dx

xe

t

F

0

0

2

2

2

2

1

2

2

)

(

θ

θ

θ

θ

θ

 

(

)

(

)

t

t

t

t

e

e

e

e

e

e

e

X

t

X

P

t

Y

P

2

)

1

(

)

1

(

2

2

2

1

1

1

1

1

1

1

)

(

+

+

+

=

=

+

+

=

>

<

=

<

θ

θ

θ

θ

θ

θ

θ

 

(

)

(

)

[

]

(

)

t

t

t

t

e

t

t

e

x

x

f

y

f

2

2

2

2

)

1

(

2

2

2

1

1

)

(

+

+

+

=

=

>

=

θ

θ

θ

θ

θ

 

(

)

(

)

(

)

(

)

(

)

(

)





=

+

+

=

=

=

=

+

=

+

=

+

10

1

2

1

2

10

1

2

1

10

1

2

2

1

2

2

10

1

2

10

1

2

10

1

10

10

1

2

10

2

10

1

2

1

2

)

(

)

(

i

i

i

i

i

i

i

i

i

y

y

i

y

y

i

i

y

y

i

e

e

y

e

y

x

p

x

p

θ

θ

θ

θ

θ

θ

θ

θ

θ

θ

 

dla 

(

)

(

)

)

(

   

2

1

)

(

 

dla

 

i

 

10

1

2

1

2

x

T

L

y

y

x

T

i

i

i

=

+

=

>

θ

θ

 jest funkcją niemalejącą 

czyli  

(

)

05

,

0

)

(

3

=

>

=

c

x

T

P

θ

 

background image

przy  

:

3

=

θ

 

(

)

y

y

e

y

y

f

2

3

2

)

1

(

6

)

(

+

+

=

 

(

) (

) (

)

(

)

=

+

<

+

=

+

<

+

=

<

+

=

<

+

1

1

1

)

1

(

1

)

1

(

2

2

2

2

t

y

P

t

y

P

t

y

P

t

y

y

P

 

(

)

(

)

)

3

(

1

1

1

1

3

2

1

2

1

1

2

1

3

wykl

e

e

t

y

P

t

t

t

t

=

=

+

<

=

+

+

+

+

+

 

(

)

=

Γ

+

10

1

2

)

3

,

10

(

2

i

i

i

Z

y

y

 

=

=

=

=

Γ

=

<

=

>

c

x

dt

dx

t

x

dx

e

x

c

Z

P

c

Z

P

1

0

3

9

10

2

1

3

2

3

)

10

(

3

1

1

 

=

=

=

Γ

=

Γ

=

c

c

t

t

c

c

e

t

dt

e

t

6

0

6

0

)

20

(

10

2

1

2

20

2

10

9

10

851

,

10

6

851

,

10

6

05

,

0

2

20

2

6

)

10

(

3

2

43

42

1

χ

 

czyli odrzucamy, gdy:  

(

)

851

,

10

6

2

1

10

1

2

>

+

=

i

i

i

y

y

 

czyli: 

(

)

=

<

+

10

1

2

6

851

,

10

2

i

i

i

y

y

 

(

)

=

<

+

10

1

2

6

851

,

10

10

1

i

i

y

 

(

)

=

=

=

+

=

+

<

+

10

1

2

8085

,

11

6

851

,

70

6

60

851

,

10

10

6

851

,

10

1

i

i

Y

 

 
Zadanie 6 
 

(

)

0

;

t

 

(

)

[ ]

=

=

=

<

t

t

e

t

e

e

x

x

t

X

P

0

2

1

0

2

1

ln

 

Y

n

X

i

Γ

2

1

;

ln

 

=

i

n

X

n

U

ln

1

ln

 

 
sprawdzamy (B) 

(

)

=





+

⋅⋅

=





+

2

2

1

1

2

2

4

4

e

n

e

X

X

P

e

n

e

U

P

n

n

n

 

=







+

>

=







+

>

=

2

2

2

2

4

ln

ln

4

ln

ln

1

e

n

e

n

X

P

e

n

e

X

n

P

i

i

 

 
 

background image

(

)

n

X

X

N

P

n

n

e

n

e

n

n

n

Y

P

e

n

e

n

Y

P

n

lim

2

2

4

ln

2

2

4

ln

2

2

2

2

<





+

<

=







+

<

=

4

4

4

4

3

4

4

4

4

2

1

 

=





+

=





+

+

=





+

=

n

n

n

n

n

n

n

n

n

n

e

n

X

1

4

ln

2

1

2

2

1

4

ln

2

2

2

1

4

ln

2

 

2

4

2

1

1

4

ln

2

1

4

4

=





+

=

n

n

e

n

n

43

42

1

 

977

,

0

)

2

(

<

N

P

 czyli odpowiedź (B) jest prawidłowa 

 
Zadanie 7 
 

(

)

(

)

t

k

k

t

k

e

e

k

t

P

t

X

X

k

P

2

2

1

1

1

min

1

,...,

min

=



=

>

=

<

 

)

2

(

2

)

(

2

min

wykl

e

t

f

t

k

=

 

(

)

(

)

(

)

=

=

=

=

=

=

=

=

1

1

1

2

1

)

(

2

1

)

(

k

r

k

N

N

p

k

N

P

k

N

P

k

N

NZ

E

NZ

E

 

(

)

(

)

(

)

(

)

=

=

=

=

=

=

=

=

1

1

2

2

1

2

1

)

(

2

1

)

(

k

k

r

N

N

p

k

N

P

k

N

P

k

N

NZ

E

NZ

E

 

(

)

(

) (

)

4

1

4

2

1

2

2

2

1

4

1

1

2

1

var

2

2

2

r

r

r

r

r

r

r

N

p

p

p

p

p

p

p

NZ

=

+

=

+

=

 

 
Zadanie 8 
 
STAŁE NIEISTOTNE: 

(

)

(

)

Y

m

X

m

to

m

Y

m

X

LICZ

i

i

m

m

=

=

=

2

1

2

2

2

1

,

,

 

dla

 wiemy 

18

1

2

1

exp

sup

2

1

 

(

)

(

)





=

4

4

4

4

4

4

3

4

4

4

4

4

4

2

1

)

(

2

2

18

1

2

1

exp

sup

m

f

i

i

m

m

Y

m

X

MIAN

 

(

)

(

)

=





+

=

m

Y

m

X

m

f

m

i

i

2

18

1

exp(...)

)

(

 

(

)

+

=

+

=





+

=

m

m

Y

X

m

Y

m

X

i

i

i

i

9

20

20

9

1

0

20

9

1

20

exp(...)

 

background image

10

9

9

200

9

20

20

Y

X

Y

X

m

+

=

+

=

 

(

)

(

)

=







+

+





+

+

=

2

2

2

2

10

9

18

1

10

9

2

1

18

1

2

1

exp

Y

X

Y

Y

X

X

Y

Y

X

X

i

i

i

i

λ

(

) (

)

+

+

+

+

=

2

2

2

2

2

2

2

01

,

0

18

,

0

81

,

0

5

1

5

9

2

1

20

18

1

20

2

1

exp

Y

Y

X

X

X

Y

X

X

X

Y

y

X

X

i

i

i

i

i

=

+

+

+

+

2

2

2

01

,

0

18

,

0

81

,

0

5

1

5

9

18

1

Y

Y

X

X

y

Y

y

X

y

i

i

i

 



+

+

+

+

=

2

2

2

2

2

2

2

1

,

8

20

10

1

20

10

9

2

1

9

10

18

1

10

2

1

exp

X

Y

X

X

X

Y

y

X

X

i

i

i

 

+

+

+

+

2

2

2

2

20

18

1

81

,

0

20

90

1

20

1

,

0

18

1

20

5

,

0

01

,

0

20

09

,

0

X

Y

Y

X

y

Y

Y

X

i

 

[

]

(

)

[

]

2

2

2

2

exp

2

exp

20

18

1

01

,

0

20

18

1

18

,

0

Y

X

Y

X

Y

X

Y

Y

X

=

+

=



+

+

 

 
dla 

:

0

H

 

(

)

64

,

1

20

7

ln

64

,

1

7

ln

20

1

,

0

ln

7

20

ln

=

=

=



>

=

>

c

c

c

N

P

c

Y

X

P

 

bo: 

20

9

;

,

20

1

;

m

N

Y

m

N

X

 

(

)

( )

(

)

20

7

var

var

,

20

400

1

2

20

9

20

1

,

cov

2

var

var

var

=

+

=

+

=

i

i

i

i

Y

X

Y

X

corr

Y

X

Y

X

Y

X

CHCEMY 

1

,

0

64

,

1

20

7

<



<

Y

X

P

 

(

)

(

)

1

,

0

7

20

64

,

1

7

20

64

,

1

2

1

2

1

<



<

<

m

m

N

m

m

P

 

sprawdzamy i wychodzi 1,66 (najbliŜej) 
 
Zadanie 9 
 

(

)

min

ˆ

2

m

m

E

 

(

) ( )

( )

2

2

2

2

ˆ

2

ˆ

ˆ

2

ˆ

m

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1

 

 
Zadanie 10 
 

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n

n

n

n

f

 

f(n) jest malejąca więc sprawdzamy i wychodzi n=11