S490C F07 Quiz 4

S490C F07 Quiz 4 - gamma distribution X 12 13 16 16 22 24...

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STAT 490C Quiz 4 November 13, 2007 1. You are given: j y j s j r j 1 10 1 15 2 17 2 14 3 22 3 12 4 29 4 9 5 35 5 5 f u (x) is the kernel density estimator of the density function using the uniform kernel. f t (x) is the kernel density estimator of the density function using the triangular kernel. Calculate f t (20) – f u (20) assuming a bandwidth of 5.
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2. You are given the following sample of claims obtained from an inverse
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Unformatted text preview: gamma distribution: X: 12, 13, 16, 16, 22, 24, 26, 26, 28, 30 The sum of X is 213 and the sum of X 2 is 4921. Calculate α and θ using the method of moments. 3. You are given the following sample of claims: X: 12, 13, 16, 16, 22, 24, 26, 26, 28, 30 Calculate the smoothed empirical estimate of the 40 th percentile of this distribution....
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