a2.w09 - ACTSC 433/833 Winter 09 Assignment 2 Due: 10 March...

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ACTSC 433/833 – Winter 09 Assignment 2 Due: 10 March 2009 (hand in to the instructor at the beginning of class) 1. You are given the following censored and truncated data: I d i x i u i 1 0 1 - 2 0 2 - 3 0 - 3 4 2.5 4 - 5 2 5 - 6 0 - 4.5 7 3 - 10 8 0 8 - (a) Create a table of y j , r j , and s j , for j = 1, 2, …, k , where k is the total number of death points. (b) Calculate S 8 (2) and its variance. (c) Calculate (4) H ± and its variance. (d) Construct a 95% symmetric linear confidence interval for S (2). (e) Construct a 95% log-transformed confidence interval for S (2). (f) Repeat parts (d) and (e) for H (4). (g) On the basis of your answers to parts (d) to (f), comment on the advantage of log- transformed confidence intervals over symmetric linear confidence intervals. 2. You are given the following random sample from the distribution of X : 5, 8, 10, 12, 14, 20, 25, 35, 50, 50 (a) Calculate the empirical estimate of E( X ) and E( X 2 ) (b) Calculate the smoothed empirical estimate of the 25 th and 75 th percentiles.
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a2.w09 - ACTSC 433/833 Winter 09 Assignment 2 Due: 10 March...

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