Jan 17'24
Exercise
A cohort of 100 newborns is observed from birth. During the first year, 10 drop out of the study and one dies at time 1. Eight more drop out during the next six months, then, at time 1.5, three deaths occur.
Calculate [math]\hat{S}(1.5)[/math], the Nelson-Aalen estimator of the survival function, [math]S(1.5)[/math].
- 0.950
- 0.951
- 0.952
- 0.953
- 0.954
Copyright 2024. The Society of Actuaries, Schaumburg, Illinois. Reproduced with permission.
1 Answer
Jan 17'24
Answer: D
[math]\hat{H}(1.5)=\frac{1}{90}+\frac{3}{81}=0.048148[/math]
[math]\hat{S}(1.5)=e^{-\hat{H}(1.5)}=0.9530[/math]
Copyright 2024. The Society of Actuaries, Schaumburg, Illinois. Reproduced with permission.
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