Actuarial Notes

CAS Exam MAS-II Fall 2019, Question 42

Study guide: Exam MAS-II

An actuary is using hierarchical clustering to group the following observations:

13
40
60
71

The actuary recalculates the clustering using two linkage methods: complete and average.

  • h_{comp} is the height of the final fuse using complete linkage.
  • h_{avg} is the height of the final fuse using average linkage.

Calculate |h_{comp} - h_{avg}|.

  • A) Less than 10
  • B) At least 10, but less than 15
  • C) At least 15, but less than 20
  • D) At least 20, but less than 25
  • E) At least 25

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