QuoteOriginally posted by: quantmehQuoteOriginally posted by: Traden4AlphaYou take someone suspected of having a peanut allergy and expose them to a powder, liquid, or skin-prick injection that may or may not have peanuts in it and observe anaphilactic shock?you see what i mean? they don't observe the shock, they'll look at a little skin redness, then extrapolate to a shock. it's like computing stress loss (VaR) using greeks. you know gaussian copula sounds more convincing that this method.There's a full spectrum of observable responses including itching, anxiety, hives, swelling, difficulty breathing, heart rhythm disturbances, etc. In some cases, they observe shock and I read that in at least one study, a test subject died. There's also blood tests for allergies that look for a measurable reaction by the patient's blood to the suspected antigen.But you are right that it's inexact in the sense that no one can determine that a given patient can always tolerate X milligrams of peanuts but die if exposed to X+epsilon milligrams of peanuts.