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 ...
This example is a continuation of "Creating Lognormal Probability Plots". Figure 9.4 shows that a lognormal distribution with shape parameter is a good fit for the distribution of DIAMETER in the data ...
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.
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