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Regarding tail parameter estimates for operational risk loss data, which of the following statements is false? A. A chi-squared goodness-of-fit measure suggests that the lognormal distribution fits the data well. B. Tail parameter estimates for heavy-tailed distributions suggest a good fit across individual banks. C. Tail parameter estimates close to or greater than one have implausible implications for operational risk exposures and capital regulations. D. The Pearson chi-squared tests suggest that the data is heavy-tailed. |