Stodd

September 25th 2009, 10:50 AM

How extensively is linear algebra used in the exams? I just passed exam P, and I know there was a jacobian used for doing change of variables with joint distributions, but that wasn't anything very difficult. What exams require the most use of linear algebra?

detze001

September 25th 2009, 12:42 PM

You don't need to use a Jacobian on those change of variables if you know how to combine the fundamental theorem of Calculus with the chain rule. i.e. In each of their questions if Y=g(X) they always have g as a monotonically increasing function so that

Pr(g(X) <= z)=Pr(Y<=g^-1(z)) and differentiating both sides with respect to z gives the answer. I have encountered no true linear algebra on the first three exams.

NoMoreExams

September 25th 2009, 07:45 PM

http://www.actuary.com/actuarial-discussion-forum/showthread.php?t=1569&page=11 see the last few posts on that page.

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