VoseAggregateDiscrete

See also: Aggregate Discrete window

 =VoseAggregateDiscrete({Values}, {Probabilities}, Step, MaxP, U)

Calculates the aggregate distribution for a discrete severity variable using a recursive method.

Parameters

  •   Frequency distribution – a distribution object function of one of the following distribution types: Geometric, Logarithmic, Negative Binomial, Polya, and Poisson.

  •    {Values} - a list of k possible values for the severity distribution.

  •   {Probabilities} - a list of length k giving weights or probabilities to each value in {Values}.

  •  Step - the discrete increments used to construct the aggregate distribution.

  •  Max P - an optional accuracy parameter limiting the amount of the right tail of the severity distribution that will be evaluated. Set to 0.9999 by default. As a rough rule, if you are running a simulation of n samples, there is no value to setting Max P higher than 1-1/n.

  •  U - optional parameter specifying the cumulative percentile of the distribution. If omitted the function generates random values.

 

In the Aggregate Discrete window you can compare the AggregateDiscrete moments with the exact moments in the summary stats table ('AggregateDiscrete' and 'Exact' columns) to check the calculation's accuracy with the chosen Step and Max P values, and adjust if necessary.

VoseFunctions for this distribution

VoseAggregateDiscrete   -   generates values from this distribution or calculates a percentile.

VoseAggregateDiscreteObject   -    constructs a distribution object for this distribution.

VoseAggregateDiscreteProb   -   returns the probability density or cumulative distribution function for this distribution.

VoseAggregateDiscreteProb10   -   returns the log10 of the probability density or cumulative distribution function.

 

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