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#1
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Case I: If given some distribution and provide parameters, df=n-1
Case II: If given some distribution and provide parameters, fitted from the data, df= n-r-1 From here, given binomial n and q, df=n-2-1 given Pareto alpha and theta, df= n-2-1 given negative binomial, df= n-2-1 what if uniform distribution, so Ej will be total and equally divided, then df= n-??-1....? ---------------------------------------------------------------------------------------------- Let's assume 40.14 and 40.10 are really the case II. Then, what will their df's be? 40.14 is as follow: The observed # of claims for a group of 50 risks has been recorded as: # of claims // # of risks 0 // 7 1 // 10 2 // 12 3 // 17 4 // 4 Null hypothesis: the # of claims per risk follows a uniform distribution on 0,1,2,3 and 4. So 50 risk equally divided into 5 groups is 10 each group. Can I assume 10 is a given parameter? So, df=5-1-1=3? -------------------------------------------------------------------------------------------- 40.10 100 observed losses have been recorded in thousands of dollars and are grouped as follow: Interval // # of Losses (0,1) // 15 [1,5) // 40 [5,10) // 20 [10,15) // 15 [15, infinity)// 10 Random variable X underlying observed losses, in thousands, is believed to have density function f(x) = 0.2 e^(-0.2x) Can I assume it's given as an exponential with theta=1/.2=5, so df= 5-1-1=3? Last edited by Sophie H.; 02-19-2009 at 07:52 PM.. |
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#2
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How many parameters are fitted for uniform?
Maybe you should post 40.14 |
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#3
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Another confusion -> 40.19.
"null hypothesis, H0, is the number of claims per risk follows a Poisson Distribution. ......... min chi-square estimate of the mean of the Poisson distribution is .3055." Case I: This is what I got. 4 groups down to 3 groups. df=3-1=2 because it doesn't said it's fitted from the data so it doesn't minus the given parameter (Poisson mean). Case II: which is the solution. Is it because of this sentence? "min chi-square estimate of the mean of the Poisson distribution is .3055" So, can I draw a conclustion that whenever a distribution parameter is given along with key words such as "chi-square estimate", "fitted by data", ...,etc, then we use df=n-r-1. |
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#4
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Have you had a chance to read this http://www.actuarialoutpost.com/actu...hlight=freedom
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#5
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Quote:
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#6
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Quote:
I'm still not getting everything for chi-square! |
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