1. You are given: (i) Losses follow a loglogistic distribution with cumulative distribution function: F(x) = (x/0)" 1+(x/0)' The sample of losses is: 35 80 (ii) 10 86 90 120 158 180 200 210 1500 Calculate the estimate of 0 by percentile matching, using the 40" and 80" empirically smoothed percentile estimates.

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C-09-05
PRINTED IN U.S.A.
1
1.
You are given:
(i)
Losses follow a loglogistic distribution with cumulative distribution function:
F(x) = -
(x/0)'
1+(x/0)
The sample of losses is:
86
(ii)
10
35
80
90
120
158
180
200
210
1500
Calculate the estimate of 0 by percentile matching, using the 40h and 80th
smoothed percentile estimates.
empirically
Transcribed Image Text:C-09-05 PRINTED IN U.S.A. 1 1. You are given: (i) Losses follow a loglogistic distribution with cumulative distribution function: F(x) = - (x/0)' 1+(x/0) The sample of losses is: 86 (ii) 10 35 80 90 120 158 180 200 210 1500 Calculate the estimate of 0 by percentile matching, using the 40h and 80th smoothed percentile estimates. empirically
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