Truncation bias

NO.PZ2016072602000007

问题如下：

Randy Bartell has collected operational loss data to calibrate frequency and severity distributions. Generally, he regards all data points as a sample from an underlying distribution and therefore gives each data point the same weight or probability in the statistical analysis. However, external loss data is inherently biased. Which of the following is not typically associated with external data?

选项：

Data capture bias

Scale bias

Truncation bias

Survivorship bias

解释：

D is correct. Internal data certainly has a problem of survivorship bias because a bank where employees compute the operational risk distribution is still alive. This precludes a history of large, deadly losses.

Truncation bias可以理解为threshold选择大小导致的偏差吗？

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袁园_品职助教 · 2021年04月28日

Truncation bias大意是去掉一些尾部数据，是可以理解为低于某个threshold就不计入在内

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NO.PZ2016072602000007 Ran Bartell hcollecteoperationloss ta to calibrate frequenanseverity stributions. Generally, he regar all ta points a sample from unrlying stribution antherefore gives eata point the same weight or probability in the statisticanalysis. However, externloss ta is inherently biase Whiof the following is not typically associatewith externt ta capture biScale biTruncation bi Survivorship bi is correct. Internta certainly ha problem of survivorship bibecause a bank where employees compute the operationrisk stribution is still alive. This preclus a history of large, ay losses. 老师您好，我的疑惑在于ta capture bias和survivalship bias，B C没有问题哈为什么ta capture不是外部呢？也有可能是对外部数据有选择的capture呀，幸存者偏差为什么一定就是内部呢谢谢

2021-03-07 23:04 1 · 回答

Truncation bias和scale bia什么区别？

2019-11-03 16:08 1 · 回答

这题不是选不是的项吗？那不就应该是 not typicassociate with

2019-11-02 08:49 1 · 回答

C什么意思？

2018-10-23 05:28 1 · 回答

Truncation bias

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