How to Solve Insurance Risk Variables — Univariate distributions — identify a model from its assumptions Questions on Exam P

Exam P Topic: Insurance Risk Variables — Univariate distributions — identify a model from its assumptions Verified Procedural Question
Sample Practice Problem ID: #FAE1G
A proposed CDF is \(F(x)=0\) for \(x\leq0\), \(F(x)=cx^{1}\) for \(0<x<2\), and \(F(x)=1\) for \(x\geq2\). Calculate the constant \(c\) that makes \(F\) a valid CDF.
(A)0.3333
(B)0.5000
(C)0.2500
(D)0.1250
(E)0.3750
📖 Worked Solution & Strategy
A cumulative distribution function must be nondecreasing, right-continuous, and approach one. Matching the interior formula to the upper branch determines its constant, after which differentiation or inversion answers the other requests. For \(F(x)\) to be a valid continuous CDF, right-continuity at the upper boundary \(x=2\) requires \(F(2)=c(2)^{1}=1\). Solving yields \(c=2^{-1}=\frac{1}{2}\).
Therefore, the result is \(\frac{1}{2}\approx 0.5000\), so the correct answer is option (B).

Final Answer: Option (B)

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