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Free Mathematical Foundations of Risk Measurement :II Questions for PRMIA Mathematical Foundations of Risk Measurement :II Exam as PDF & Practice Test Software

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Total 132 questions

Question 1

A linear regression gives the following output:

Figures in square brackets are estimated standard errors of the coefficient estimates.

What is the value of the test statistic for the hypothesis that the coefficient of is less than 1?



Answer : B

Question 2

A linear regression gives the following output:

Figures in square brackets are estimated standard errors of the coefficient estimates. What is the value of the test statistic for the hypothesis that the coefficient of is zero against the alternative that is less than zero?



Answer : D

Question 3

A linear regression gives the following output:

Figures in square brackets are estimated standard errors of the coefficient estimates.

Which of the following is an approximate 95% confidence interval for the true value of the coefficient of ?



Answer : C

Question 4

Which of the following is not a direct cause of autocorrelation or heteroskedasticity in the residuals of a regression model?



Answer : B

Question 5

What can be said about observations of random variables that are i.i.d. a normally distributed?



Answer : C

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Total 132 questions