Actuarium

SOA PProbability

Associateship (ASA)
3 hours·30 multiple-choice·300 study hours
Score 0/0 · 9 MC
  1. P · Q1
    Multiple choice
    Multivariate distributions

    The joint density of XX and YY is f(x,y)=2f(x,y)=2 for 0<x<y<10<x<y<1 and zero otherwise. Calculate E[X]E[X].

  2. P · Q2
    Multiple choice
    Multivariate distributions

    XX and YY are independent exponential random variables with XExp(1)X\sim\text{Exp}(1) (mean 1) and YExp(2)Y\sim\text{Exp}(2) (mean 1/21/2, rate 2). Calculate P(X<Y)P(X<Y).

Ask the tutor