SOA Exam SRM Sample Question 49
Study guide: Exam SRM
Trish runs a regression on a data set of n observations. She then calculates a 95% confidence interval (t, u) on y for a given set of predictors. She also calculates a 95% prediction interval (v, w) on y for the same set of predictors.
Determine which of the following must be true.
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I.
\lim_{n \to \infty} (u - t) = 0 -
II.
\lim_{n \to \infty} (w - v) = 0 -
III.
w - v > u - t -
A) None
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B) I and II only
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C) I and III only
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D) II and III only
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E) The correct answer is not given by (A), (B), (C), or (D).
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