Problem Note 33483: Fitting tab displays the incorrect number of observations used in the distribution fitting
In SAS
® OpRisk VaR, the value of
Count in the
Fitting tab should be the number of loss observations used to fit the distribution. Instead, the
Fitting tab displays the number of loss observations in that cell of the matrix.
If a threshold has been specified, then only the losses that are above the threshold are used to fit the distributions.
If you applied Hot Fix 321ORV03, the count shown in the fitting reports is the number of observations used to fit the distribution, and this is correct. See SAS Note 32854.
There are no error messages or warnings to indicate a problem.
Operating System and Release Information
| SAS System | SAS OpRisk VaR | Windows Vista | 3.2.1 | 4.1 | 9.1 TS1M3 SP4 | 9.2 TS2M0 |
| 64-bit Enabled AIX | 3.2.1 | 4.1 | 9.1 TS1M3 SP4 | 9.2 TS2M0 |
| 64-bit Enabled HP-UX | 3.2.1 | 4.1 | 9.1 TS1M3 SP4 | 9.2 TS2M0 |
| 64-bit Enabled Solaris | 3.2.1 | 4.1 | 9.1 TS1M3 SP4 | 9.2 TS2M0 |
| HP-UX IPF | 3.2.1 | 4.1 | 9.1 TS1M3 SP4 | 9.2 TS2M0 |
| Microsoft Windows XP Professional | 3.2.1 | 4.1 | 9.1 TS1M3 SP4 | 9.2 TS2M0 |
| Microsoft Windows Server 2003 Standard Edition | 3.2.1 | 4.1 | 9.1 TS1M3 SP4 | 9.2 TS2M0 |
| Microsoft Windows Server 2003 Enterprise Edition | 3.2.1 | 4.1 | 9.1 TS1M3 SP4 | 9.2 TS2M0 |
| Microsoft Windows 2000 Advanced Server | 3.2.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows Server 2003 Datacenter Edition | 3.2.1 | 4.1 | 9.1 TS1M3 SP4 | 9.2 TS2M0 |
| Microsoft Windows NT Workstation | 3.2.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows 2000 Datacenter Server | 3.2.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows 2000 Server | 3.2.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows 2000 Professional | 3.2.1 | | 9.1 TS1M3 SP4 | |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
| Type: | Problem Note |
| Priority: | high |
| Date Modified: | 2010-01-05 15:33:02 |
| Date Created: | 2008-10-01 09:54:58 |
