Kristina Zucchi is an investment analyst and financial writer with 15+ years of experience managing portfolios and conducting equity research. Gordon Scott has been an active investor and technical ...

Note: You must specify a value for the shape parameter for a lognormal Q-Q plot with the SIGMA= option or its alias, the SHAPE= option. The plot in Output 10.2.2 displays the most linear point pattern ...

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.

The truncated lognormal distribution can be used to graduate certain species-abundance data, provided that estimates of the location and scale parameters are obtained. A computer program has been ...

There is some confusion among operational risk practitioners regarding the implications of the loss data collection threshold and the estimation of "truncated" or "shifted" distributions. Claims that ...