Adding Density Estimates . A cumulative distribution function gives the proportion of the data less than each possible value. A density function is the derivative of the cumulative distribution ...

Parametric Distributions A parametric family of distributions is a collection of distributions with a known form that is indexed by a set of quantities called parameters.Methods based on parametric ...

A lognormal distribution is a statistical distribution characterised by a skewed bell-shaped curve. It arises, for instance, when taking the exponential of a normally distributed variable.

Building on the widely-used double-lognormal approach by Bahra (1997), this paper presents a multi-lognormal approach with restrictions to extract risk ... this paper presents a multi-lognormal ...