MAS-II Practice Questions - CAS Exam MAS-II Modern Actuarial Statistics II Exam

Which density form correctly defines a member of the exponential dispersion family used in GLMs?

f(y;θ,φ) = exp((yθ - b(θ))/a(φ) + c(y,φ)) f(y;θ,φ) = (1/√(2πφ)) exp(-(y-θ)²/(2φ)) f(y;θ,φ) = θ^y (1-θ)^(1-y) for y in {0,1} f(y;θ,φ) = exp(-θy) for y > 0

Correct Answer:

f(y;θ,φ) = exp((yθ - b(θ))/a(φ) + c(y,φ))

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