CAS Exam MAS-II Fall 2018, Question 24

Study guide: Exam MAS-II

The random variable Y follows a Poisson distribution with mean parameter \lambda. Six posterior samples for \lambda are provided in the table below:

The following additional information is provided:

• The first realized observation from Y, y_1, is 3
• The contribution from y_1 to the effective number of parameters (p_{WAIC}) is 0.2019

Calculate the contribution to WAIC from y_1.

• A) Less than 1.05
• B) Greater than or equal to 1.05 but less than 2.05
• C) Greater than or equal to 2.05 but less than 3.05
• D) Greater than or equal to 3.05 but less than 4.05
• E) Greater than or equal to 4.05

Answer this question and see the worked solution

Concepts tested

• AIC
• Poisson Distribution
• Bayesian
• Deviance

More questions from this set

• CAS Exam MAS-II Fall 2018, Question 23
• CAS Exam MAS-II Fall 2018, Question 25