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; run; Unfortunately, the code is not correct. Any suggestions on how to tackle this challenge would be greatly appreciated. Thanks.
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