Actuarial Notes

CAS Exam MAS-I Spring 2019, Question 34

Study guide: Exam MAS-I

A statistician has a dataset with n = 50 observations and p = 22 independent predictors. He is using 10-fold cross validation to select from a variety of available models.

Calculate the number of times that the first observation will be included in the training dataset as part of this procedure.

  • A) 0
  • B) At least 1, but less than 5
  • C) At least 5, but less than 10
  • D) At least 10, but less than 20
  • E) At least 20

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