Losses are modeled using a zero-mod Geometric Distribution. 50 Data point are observed as follows:
Loss Amout 0, 1 , 2, 3
Number of Losses 20, 17, 9, 4
Respectively
The method of moments is used to estimate Probability of 0 (modified) and Beta. What is the resulting estimate of the probability of 0 losses::
Attempt is B(1-p) = 0.94
and ModVariance + .94^2 = 1.78
answer is not right nor logical.
Loss Amout 0, 1 , 2, 3
Number of Losses 20, 17, 9, 4
Respectively
The method of moments is used to estimate Probability of 0 (modified) and Beta. What is the resulting estimate of the probability of 0 losses::
Attempt is B(1-p) = 0.94
and ModVariance + .94^2 = 1.78
answer is not right nor logical.
Zero Mod with MoM HELP!!!!
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