Programming the statistical procedures from SAS

Burr, Pareto and LogNormal Distributions

Posts: 1

Burr, Pareto and LogNormal Distributions

I have a data set of the following figures

Acct         Loss

A           250,000

B           325,000

C           450,000

D           125,000

E           680,000

F           110,000

G           997,000

H           500,000

I'd like to produce an output set of total loss by the following distributions at the 50th, 70th, 90th, 95th and 99th percentiles: Burr, Pareto and LogNormal. 

In addition, I'd like to produce the K-S statistic, the A-D statistic and KS-Test p-values for the Burr, Pareto and LogNormal distributions (fit statistics for the distributions). 

I thought I could use PROC SEVERITY in the following manner:

proc severity data=sample_set;

model loss;

dist burr;

dist pareto;

dist logn;


Unfortunately, the code is not correct.

Any suggestions on how to tackle this challenge would be greatly appreciated. Thanks.

Valued Guide
Valued Guide
Posts: 673

Re: Burr, Pareto and LogNormal Distributions

Your syntax is a bit off. Also, take out the comma from the numbers.

data a;

input Acct $  y;


A           250000

B           325000

C           450000

D           125000

E           680000

F           110000

G           997000

H           500000


proc severity data=a crit=aicc;

   loss y;

   dist _predefined_;


Note: you use LOSS to specify the response variable. The keyword _PREDEFINED_ is used to request fits for all the predefined distribution models. But a warning: n=8 is really very small for this type of analysis. It will be difficult to distinguish the models with 8 data points. But the above does "work"..

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