Q: 10
When fitting a distribution in excess of a threshold as part of the body-tail distribution method
described by the equation below, how is the parameter 'p' calculated.
Here, F(x) is the severity distribution. F(Tail) and F(Body) are the parametric distributions selected for
the tail and the body, and T is the threshold in excess of which the tail is considered to begin.
Here, F(x) is the severity distribution. F(Tail) and F(Body) are the parametric distributions selected for
the tail and the body, and T is the threshold in excess of which the tail is considered to begin.Options
Discussion
No comments yet. Be the first to comment.
Be respectful. No spam.
