Actuarial Notes

CAS Exam MAS-I Fall 2019, Question 19

Study guide: Exam MAS-I

You are testing the following hypotheses about a random variable, X:

  • H_0: X is uniformly distributed on [0,16]
  • H_1: X is uniformly distributed on [8,16]

You used a single observation and the best critical region with power of 0.95 to evaluate this hypothesis.

Calculate the probability of a Type I error.

  • A) Less than 0.40
  • B) At least 0.40, but less than 0.50
  • C) At least 0.50, but less than 0.60
  • D) At least 0.60, but less than 0.70
  • E) At least 0.70

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