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PRMIA Exam 8002 Topic 1 Question 55 Discussion

Actual exam question for PRMIA's Mathematical Foundations of Risk Measurement :II exam
Question #: 55
Topic #: 1
[All Mathematical Foundations of Risk Measurement :II Questions]

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?

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Suggested Answer: B


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