Example 4: Computing Frequency Distributions
Click compute to see results...
- If severity X is the degenerate distribution
Pr(X=1) = 1, the the aggregate distribution is
identicial to the underlying frequency distribution.
- This example uses a degenerate severity distribution
to compute frequency distributions.
- Percentage errors from the exact solution are also shown.
- Errors in the FFT method are caused by aliasing. They can
be reduced by selecting a larger number of buckets (larger
value for num_l2).
References to Wang
- Section 3.3.1, page 865.
- See Section 2.3.2 for a discussion of aliasing, where
"tail probabilities wrap around and appear at the