background image

Egzamin dla Aktuariuszy z 18 stycznia 1997 r. 
 
Prawdopodobieństwo i Statystyka 
 
Zadanie 1 
 

(

)

( )

3

1

1

1

=

A

P

C

A

P

     

(

)

( )

2

1

2

2

=

A

P

C

A

P

 

(

)

6

1

1

=

C

A

P

      

(

)

4

1

2

=

C

A

P

 

(

)

4

1

2

1

2

1

2

1

=

=

A

A

P

 

(

)

0

2

1

=

C

A

A

P

 

Z tego wynika: 
 

 

Z obrazka: 

(

)

(

) (

)

( ) ( ) (

)

2

1

2

1

2

1

2

1

A

A

P

A

P

A

P

C

A

P

C

A

P

A

A

C

P

+

+

=

 

)

(

9

5

18

10

3

4

24

6

4

4

1

2

1

2

1

4

1

6

1

C

=

=

+

=

+

+

=

 

 
Zadanie 2 
 

λ

λ

λ

λ

e

e

λ

e

λ

e

=

+

:

2

9

8

2

 

2

9

4

1

λ

λ

=

+

 

15

225

0

9

9

4

2

=

=

=

λ

λ

 

3

8

24

8

15

9

8

15

9

1

=

=

+

=

=

λ

D

λ

 

 

background image

Zadanie 3 
 

7

4

;

2

1

;

7

4

2

2

=

=

=

=

EX

EY

EY

EX

 

[

]

20

2

1

880

7

4

735

=

=

i

i

Y

X

E

 

[

]

400

4

1

2

1

880

49

16

7

4

735

var

=

+

=

i

i

Y

X

 

84

,

0

)

1

(

20

20

)

0

(

Φ

=

<

=

<

Y

P

X

P

 

 
Zadanie 4 
 

(

) (

) (

) (

)

(

) (

)

(

)

1

1

1

3

1

3

1

3

2

3

1

2

1

0

3

2

2

1

=

+

=

+

+

+

=

=

=

X

X

E

X

X

E

X

X

E

X

X

E

X

X

E

X

X

E

X

X

E

4

8

47

6

 

(

)

0

a

  

ale

  

1

,

1

3

3

1

<

+

=

=

b

aX

X

X

X

ρ

 

0

0

0

3

=

=

+

=

b

b

a

EX

 

1

...

var

2

3

=

=

a

a

X

 

z tego: 

(

)

1

3

1

=

=

X

X

P

 

 
Zadanie 5 
 

}

[ ]

=

+

=

+

=

+





=

+

=

+





=

5

,

0

0

0

5

,

0

0

2

5

,

0

0

3

5

,

0

0

2

3

4

1

4

12

1

1

4

1

8

1

3

2

1

3

2

2

1

2

2

1

x

x

ye

x

x

EY

X

X

E

ODP

y

nzl

 

 
Zadanie 6 
 

10

  

)

1

(

1

=

=

n

n

t

n

S

µ

X

t

 

(

)

)

975

,

0

.

(

2622

,

2

     

95

,

0

.

1

st

kwantyl

u

t

P

=

=

<

 

2622

,

2

3

2622

,

2

<

<

S

µ

X

 

....... 

L

S

X

µ

S

X

u

=

>

>

+

=

3

2622

,

2

3

2622

,

2

 

3

2622

,

2

262

,

4

,

2622

,

2

2

3

524

,

4

262

,

4

3

2622

,

2

262

,

0

3

2622

,

2

S

X

S

S

X

S

X

=

=




=

+

=

 

 
 
 

background image

(

)

-2,8215

0,99

 

kwantyl

 

01

,

0

.

2

2

=

=

<

u

t

P

 

8215

,

2

3

<

S

µ

X

 

3

8215

,

2

S

µ

X

<

 

821

,

4

3

8215

,

2

3

2622

,

2

262

,

4

3

8215

,

2

+

=

=

+

>

S

S

W

S

X

µ

 

 
Zadanie 7 
 





=

>

=

µ

n

wykl

e

t

P

t

P

µ

tn

1

)

(min

1

)

(min

 

µ

n

µ

n

nE

µ

E

µ

µ

n

n

µ

E

=

=

=

=

=

min

ˆ

1

ˆ

2

1

     oba nieobciąŜone 

2

2

2

2

2

2

2

2

1

ˆ

var

1

ˆ

var

µ

n

µ

n

µ

n

µ

µ

n

n

µ

=

=

=

=

       poniewaŜ n>1

)

(

2

2

E

µ

n

µ

<

 

 
Zadanie 8 
 

(

)

1

1

)

(

+

+

=

α

x

x

α

e

e

α

x

f

 

(

)

=

+

+

=

n

i

α

x

x

n

i

i

e

e

α

L

1

1

1

 

(

)

(

)

(

)

+

+

+

+

=

+

+

=

i

i

i

x

i

α

x

x

e

α

x

α

n

e

e

α

n

L

1

ln

)

1

(

ln

1

ln

ln

ln

1

 

(

)

=

+

=

0

1

ln

i

x

e

α

n

α

 

(

)

=

+

0

1

ln

i

x

e

α

n

 

(

)

=

+

=

n

i

x

i

e

n

α

1

1

ln

ˆ

 

 
Zadanie 9 
 

>

=

Κ

t

x

1

5

4

 

(

)

α

t

x

P

H

=

>

4

5

0

 

background image

α

t

t

X

P

t

H

=

=

=

>

4

1

1

5

4

5

1

5

25

,

0

0

 

α

t

=

1

5

4

1

 

4

)

1

(

5

α

t

=

 

4

)

1

(

5

α

t

=

 

[ ]



=

=

=

=

>

=

1

5

4

5

4

4

5

1

5

5

4

4

25

,

0

25

,

0

1

5

)

1

(

5

1

5

1

5

5

t

t

H

α

t

x

x

t

X

P

moc

 

 
Zadanie 10 
 

6

1

,

12

5

,

12

5

36

2

6

3

2

1

=

=

=





=

p

p

p

 

75

,

1

6

1

120

6

1

120

25

12

5

120

12

5

120

50

12

5

120

12

5

120

45

2

2

2

2

=

+

+

=

p

χ

 

10,597

  

          

0,005

4,605

      

          

0,1

5,991

    

          

0,05

9,21

 

kw

   

0,01

 

dla

=

=

=

=

α

α

α

α

     

>

2

p

χ

wszystkich

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