Discrete Dynamics in Nature and Society / 2014 / Article / Tab 2

Research Article

A Nonparametric Operational Risk Modeling Approach Based on Cornish-Fisher Expansion

Table 2

Estimated parameters and goodness-of-fit test results of frequency distribution.

DistributionParametersKS test
value value

Poisson 0.450.00
Negative binomial , 0.200.43
Geometric 0.280.10

For negative binomial distribution, denotes the specified number of failures and denotes the probability of success in each trial. Besides, and , respectively, denote the single parameters of Poisson and geometric distribution.

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