
#1




SOA 180 Solution Question
Hi everyone, had a question about this question: https://imgur.com/a/vZ3jY
In the solution, they use a Gamma integral and what not. I'm a bit confused why. Why didn't they just find the sample variance of the exponential MLE (6^2)/2= 18 and the derivative of the F(x) function (x/theta^2)*e^(x/theta), and use 18 * ( (10/6^2)* e^(10/6) ) ^2 to solve. What exactly am I missing here with their approach, and is there an easier way to do it than the SOA did?
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#2




That's what they used. You have the derivative of the product of two terms with theta in them. I do not know of an easier way than what was done here..

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