When you request a lognormal probability plot, you must specify the shape parameter for the lognormal distribution (see Table 9.13 for the equation). The value of must be positive, and typical values ...
The lognormal-gamma distribution, being a heavy-tailed distribution, is very attractive from an operational risk modeling perspective because historical operational losses also exhibit heavy tails.
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback