loss distribution
Posted: Sun Jul 10, 2022 11:13 am
loss distribution
2. From a random sample the 20th percentile is 18.25 and the 80th percentile is 35.8 a. (2 points) Estimate the parameters of a lognormal distribution using the percentile matching, ³ b. (1 point) Use the previous estimates to estimate the probability of observing a value in excess of 30.
2. From a random sample the 20th percentile is 18.25 and the 80th percentile is 35.8 a. (2 points) Estimate the parameters of a lognormal distribution using the percentile matching, ³ b. (1 point) Use the previous estimates to estimate the probability of observing a value in excess of 30.