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Old 06-03-2017, 04:31 PM
thatchedroof thatchedroof is offline
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Default Mahler Exam 4 #5

Hi,

Can someone explain how the variance of an estimated value of a Survival function, using the delta method, is (inverse of the information matrix) (transpose of gradient vector) (gradient vector)?

If the gradient vector is (-0.0083, 0.0000116), would appreciate also if someone can explain how
(0.029 12 ) (-0.0083 ) (-0.0083, 0.0000116)
( 12 5333) (0.0000116)

becomes (-0.0083, 0.0000116) (-0.0001015, -0.0378) = 0.00000040.

Thanks.
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Old 06-05-2017, 01:31 PM
Academic Actuary Academic Actuary is online now
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Once someone had a question about a Mahler problem and I asked them to post the problem. Mahler sent me a message saying that it would be a copyright violation and people should contact him. That is my advice.
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Old 06-11-2017, 05:02 PM
thatchedroof thatchedroof is offline
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Ok, was unaware. Thanks for letting me know.
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Old 06-11-2017, 05:06 PM
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Abelian Grape Abelian Grape is offline
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np
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what's your problem man?
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