View Full Version : Course 4 Actex: Practice Exam I, problem 23
New at pd
09-12-2001, 12:22 PM
Hi everyone,
It appears as if the solution this problem uses 2 deaths at time 3 rather than 6 deaths, as described in the problem. There are 2 observations that are censored at this time, but that has nothing to do with calculating the Nelson-Aalen estimator, except in determining the risk set at a particular time. Am I right in saying that this is an error? Any ideas are greatly appreciated.
Higher Authority
09-12-2001, 01:25 PM
In my actex the above problem is for question 24. However I believe that there is an error on problem 23 test 1.
"The number of claims per period has a Bernoulli distribution with mean ^ . the parameter ^ has a uniform distribution on the interval (0,T). the parameter T has apdf h(T) = 2t for 0<t<1. Find P[N=0]. my answer was D) 2/3. This was also supported using a simulation in excess of 800 numbers.
<font size=-1>[ This Message was edited by: Needo on 2001-09-12 13:31 ]</font>
New at pd
09-12-2001, 01:44 PM
I meant #24.
What do you think is wrong with 23?
Higher Authority
09-12-2001, 02:17 PM
In reply to the first post.
H~(3)=4/50+4/44+6/37=.333 following the same correction through the problem the ultimate answer should be E).21 . If you didn't drop any decimals you should have a solution of .213847.
Higher Authority
09-12-2001, 02:23 PM
on question#24 I did a simulation and solved the question using the expectation of the parameter ^. And by both methods, I came up with a solution of 2/3 for the probability that N=0.
Furthermore in the seccond to the last line of the solution we have g(^)=2(1-^) the 2 is droped in the last line.
<font size=-1>[ This Message was edited by: Needo on 2001-09-12 14:36 ]</font>
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