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(Created page with "You are given the following data based on 60 lives at time 0 : {| class="table" ! <math>j</math> !! <math>t_{(j)}</math> !! Deaths at <math>t_{(j)}</math> !! Exits in <math>(t_{(j)}^{+},t_{(j+1)}^{-})</math> !! Entrants in <math>(t_{(j)}^{+},t_{(j+1)}^{-})</math> |- | 0 || || || 0 || 0 |- | 1 || 5.3 || 1 || 8 || 1 |- | 2 || 8.6 || 1 || 6 || 7 |- | 3 || 13.2 || 2 || 7 || 7 |- | 4 || 16.1 || 1 || 6 || 5 |- | 5 || 21.0 || 1 || 6 || 4 |} Calculate the upper limit of the...")
 
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<ul class="mw-excansopts"><li> 0.872</li><li> 0.893</li><li> 0.915</li><li> 0.944</li><li> 0.968</li></ul>
<ul class="mw-excansopts"><li> 0.872</li><li> 0.893</li><li> 0.915</li><li> 0.944</li><li> 0.968</li></ul>
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Latest revision as of 02:40, 18 January 2024

You are given the following data based on 60 lives at time 0 :

[math]j[/math] [math]t_{(j)}[/math] Deaths at [math]t_{(j)}[/math] Exits in [math](t_{(j)}^{+},t_{(j+1)}^{-})[/math] Entrants in [math](t_{(j)}^{+},t_{(j+1)}^{-})[/math]
0 0 0
1 5.3 1 8 1
2 8.6 1 6 7
3 13.2 2 7 7
4 16.1 1 6 5
5 21.0 1 6 4


Calculate the upper limit of the 80% linear confidence interval for [math]S(21.0)[/math] using the Kaplan Meier estimate and Greenwood's approximation.

  • 0.872
  • 0.893
  • 0.915
  • 0.944
  • 0.968

Copyright 2024. The Society of Actuaries, Schaumburg, Illinois. Reproduced with permission.