Actuarial Notes

CAS Exam MAS-II Spring 2019, Question 38

Study guide: Exam MAS-II

You are provided with training and test data samples consisting of a single variable X, and an observation Y consisting of two possible classes, T and F.

Training Data

i x_i y_i
1 -1.60 T
2 -1.50 F
3 -0.60 T
4 -0.30 T
5 0.40 F
6 0.40 F
7 0.70 T
8 1.20 T
9 1.30 T
10 2.10 F

Test Data

i x_i y_i
1 -1.3 F
2 0.9 F
3 1.2 T

The Bayes classifier \Pr[Y = F \mid X = x] = e^{-x^2}.

Calculate the amount by which the K-nearest neighbors test error rate with K=3 exceeds the Bayes error rate on the test data.

  • A) Less than 0.35
  • B) At least 0.35 but less than 0.40
  • C) At least 0.40 but less than 0.45
  • D) At least 0.45 but less than 0.50
  • E) Greater than or equal to 0.50

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