This Exam P sample reference tests Continuous Distributions. This problem normalizes a power density and inverts its cumulative distribution. The percentile function is p raised to n/(n+1), so the requested ratio is 1.5 raised to n/(n+1) and choice D.
How to solve this Continuous Distributions question
Setup
Setup
Write the density kernel using a fractional exponent and determine its normalizing constant.
f(x)=cx1/n,0<x<1
1=c∫01x1/ndx=cn+1n
c=nn+1
Model
Model
Integrate the normalized density and invert its power CDF at a general percentile level.
F(x)=x(n+1)/n
qp=pn/(n+1)
Compute
Compute
Take the ratio of the two quantiles and combine their percentile levels.
q0.20q0.30=(0.200.30)n/(n+1)
q0.20q0.30=(1.5)n/(n+1)
Answer
Answer
The ratio is the positive (n+1)st root of 1.5 to the nth power.
n+1(1.5)n(D)
Test the method on unseen problems
Probability Univariate Distributions Practice Workbook
30 original univariate random variables problems with complete solutions and wrong-choice analysis. Written for Exam P, not copied from the SOA set. One-time $19 PDF.
These notes identify the calculation error associated with each wrong letter when that error is reproducible.
AThis takes the nth root of the percentile ratio 1.5, copying the density exponent without first integrating and inverting the CDF.
BThis uses one over n as the CDF exponent and therefore raises the percentile to the nth power when inverting. Integration changes the exponent first.
CThis uses the CDF exponent (n+1)/n directly on the percentile levels instead of taking its reciprocal.
EThis misreads the nth-root density as an nth-power density, then also fails to invert the resulting CDF exponent.
Original practice · fully worked
Original variant: quantile ratio on a square-root display scale
A scanner's raw signal U is uniformly distributed from 1 to 9. Its display reports the positive square root of U as X. Calculate the ratio of the 75th percentile of X to the 25th percentile of X.
A 0.914
B 1.528
C 1.732
D 2.333
E 3.000
Answer and calculation
The raw quartiles are 3 and 7, and the square-root display is increasing. Their displayed ratio is the square root of 7/3, or 1.527525, so choice B.
Setup
Setup
Write the raw uniform quantile function on its shifted interval.
qU(p)=1+8p
Model
Model
An increasing transformation preserves percentile order, so transform each raw quartile.
qX(p)=qU(p)=1+8p
qX(0.25)=3,qX(0.75)=7
Compute
Compute
Divide the transformed upper quartile by the transformed lower quartile.