Actuarial Notes

Exam MAS-I Practice Question 67

Study guide: Exam MAS-I

Five claim amounts are observed:

100,\ 800,\ 800,\ 2{,}000,\ 3{,}000

They are tested against an exponential distribution with mean 1,000 using the Kolmogorov–Smirnov test.

Calculate the Kolmogorov–Smirnov test statistic D.

  • A) 0.105
  • B) 0.151
  • C) 0.351
  • D) 0.384
  • E) 0.465

Answer this question and see the worked solution

Concepts tested

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