Actuarial Outpost
 
Go Back   Actuarial Outpost > Actuarial Discussion Forum > Software & Technology
FlashChat Actuarial Discussion Preliminary Exams CAS/SOA Exams Cyberchat Around the World Suggestions

Berlin - Madrid - Rome - Paris - Hamburg - Warsaw
Barcelona - Vienna - Milan - Munich - Prague - Cologne
Actuarial Jobs in Europe
Athens - Amsterdam - Frankfurt - Copenhagen
Hannover - Dublin - Brussels - Lyon - Zurich


Reply
 
Thread Tools Display Modes
  #1  
Old 01-20-2010, 08:30 PM
AAA AAA is offline
Member
 
Join Date: May 2007
Posts: 72
Default How to build CDF in excel?

I have some data shown below, how could I build the cdf from them? Just excel functions, no VBA.

Scenario 1 0.2
Scenario 2 0.4
Scenario 3 0.2
Scenario 4 0.73
Scenario 5 0.1
.
.
.
.


Thank you very much!
Reply With Quote
  #2  
Old 01-20-2010, 09:29 PM
whisper's Avatar
whisper whisper is online now
Member
CAS AAA
 
Join Date: Jan 2002
Location: Chicago
Favorite beer: Hefewizen
Posts: 29,777
Default



You do a running total of the pdf.
Reply With Quote
  #3  
Old 01-20-2010, 09:36 PM
Buck's Avatar
Buck Buck is offline
Member
CAS AAA
 
Join Date: Mar 2005
Posts: 3,696
Default

See picture.
Attached Images
 
Reply With Quote
  #4  
Old 01-21-2010, 09:35 AM
AAA AAA is offline
Member
 
Join Date: May 2007
Posts: 72
Default

Quote:
Originally Posted by Buck View Post
See picture.
Thank you very much for the example, but could you please be more specific?

Thanks.
Reply With Quote
  #5  
Old 01-21-2010, 10:42 AM
JMO's Avatar
JMO JMO is offline
Carol Marler
 
Join Date: Sep 2001
Location: Back home again in Indiana
Studying for Nothing actuarial.
Posts: 30,432
Default

Quote:
Originally Posted by AAA View Post
Thank you very much for the example, but could you please be more specific?

Thanks.
Maybe you should make your question more specific. I thought the example was specific enough.
__________________
Carol Marler, FSA, MAAA, A Former Actuary
Dedicated to Retirement
Just My Opinion (Although this statement is my opinion, and I am still listed as an actuary, it's still not a statement of actuarial opinion, and you really shouldn't rely on it.)
Reply With Quote
  #6  
Old 01-21-2010, 06:29 PM
ADoubleDot's Avatar
ADoubleDot ADoubleDot is offline
Member
 
Join Date: Nov 2007
Location: Slightly Dusty South
Studying for the rest of my life
Posts: 37,022
Default

Quote:
Originally Posted by AAA View Post
Thank you very much for the example, but could you please be more specific?

Thanks.
__________________
ADoubleDot: I'm an actuarial icon.

**** Juan.
Reply With Quote
  #7  
Old 01-22-2010, 12:04 AM
Buck's Avatar
Buck Buck is offline
Member
CAS AAA
 
Join Date: Mar 2005
Posts: 3,696
Default

Right, there is nothing complicated in the answer I gave you -- "percentile" is the CDF.

However, you should know that Excel "percentile" function gives you a "model-fitted" CDF. If you need the raw empirical CDF, you need to use < Tools - add took pack -- analysis took pack> to get the frequency histogram function.

If this sounds too much to you, just remember Excel "percentile" does a pretty good job giving you a fitted CDF. The best part -- it's simple and easy to do.
Reply With Quote
  #8  
Old 01-22-2010, 12:07 PM
Arden Bensenhaver's Avatar
Arden Bensenhaver Arden Bensenhaver is offline
Member
 
Join Date: Nov 2005
College: University of East Anglia
Posts: 3,380
Default

fit a curve?
Reply With Quote
  #9  
Old 01-22-2010, 02:50 PM
triplea's Avatar
triplea triplea is offline
Member
CAS
 
Join Date: May 2007
Location: Chicago, IL
Studying for Exam Committee
Posts: 4,923
Blog Entries: 2
Default

I guess that's one alt I won't be able to create
Reply With Quote
Reply

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off


All times are GMT -4. The time now is 04:58 PM.


Powered by vBulletin®
Copyright ©2000 - 2014, Jelsoft Enterprises Ltd.
*PLEASE NOTE: Posts are not checked for accuracy, and do not
represent the views of the Actuarial Outpost or its sponsors.
Page generated in 0.35825 seconds with 10 queries