For me it was quite hard what about you? Here is the questions of the exam from what I remember: 1.decision domination 2.mixture distribution to obtain pareto 3 parameters 3.ruin theory with Um and alpha max 4.ebct2 5.triangle bf 6.acceptance rejection +find value for efficient similation 7.prior gamma then exponentiel 8.find estmate for mean 60 and 59 ( or quadratic or all or nothing estimateI don't remember ) 9. time series There is one last question that I cannot remember...
EBCT was quite time consuming and because of that I had a problem attempting all questions. I struggled with the monte carlo question... Also for Time Series, it was an unusual question. They asked what are the two ways in which we could estimate parameters. And the subsequent question was based on picking one of these methods... I think the answer to it is 1. Using Yule walker equations and 2. Equating SACF to ACF and getting estimates for parameters. I ended up deriving row 1, 2, etc by using yule walker equations...What do you think?
The 10th question was estimation of parameters for Weibull distribution given 25th and 75th percentile.
