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
C.Truncation bias
D.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?