Mildenhall Aggregate

Loss Tools

Frequency Distribution

num_L2

Mean

num_L2 = log_2 length of output vector

VarMult

RMS/AIR

see Notes

Severity Distribution

Ascending order

Input(x,pr(x)) pairs for RMS input

Examples

Click compute to see results...

As in the previous example, input a severity distribution X, and a frequency distribution N; the model computes X₁ + ... + X_N using FFT methods.
Here severity can be specified as a sample or as a density.
Sample---AIR style input, after the AIR cat model's 1000 point samples: model handles bucketting the input severity into the appropriate format.
Density, or pairs (loss, Pr(loss))---RMS style input, after the RMS "EP" output format. Again, model handles bucketting the input severity into the appropriate format.
Examples show simple (short) and longer AIR and RMS samples.
All data is from a simulation; not actual model output.
Arbitrarily long vectors can be pasted into the text box.
Shifted Lognormal Parameters shown for the aggregate distribution. Approximation also shown in plot of aggregate.