張同學(xué)
2022-05-03 21:13本題的另外三個(gè)選項(xiàng)錯(cuò)在哪里能解釋一下嗎？（這種三選一概念判斷不給其他選項(xiàng)的對(duì)錯(cuò)很捉急）
所屬：FRM Part I > Quantitative Analysis 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個(gè)回答
Crystal助教
2022-05-05 11:09
該回答已被題主采納
Kurtosis represents the 3rd moment of a distribution. A small kurtosis indicates flatness in the middle of the distribution. A population with low kurtosis is usually called leptokurtic. Skewness (and not kurtosis) plays an important role in distinguishing those distributions that place additional probability on larger values.
b選項(xiàng)沒有一句是對(duì)的，首先他說風(fēng)度代表的是三階矩，衡量分布偏離均值的程度。峰度低叫做尖峰，這些都是不對(duì)的。
Kurtosis can be verified in the four initial moments of a distribution and measures the mean of a distribution.
c選項(xiàng)峰度是四階矩這句話是沒有問題的，但是他不是衡量分布的均值。
Kurtosis can be seen in the second and fourth moments of a distribution and measures the standard deviation of a distribution.
d選項(xiàng)峰度只能在分布中的四階矩看到測(cè)量的也不是標(biāo)準(zhǔn)差。
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