張同學
2022-05-03 21:13本題的另外三個選項錯在哪里能解釋一下嗎？（這種三選一概念判斷不給其他選項的對錯很捉急）
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選項沒有一句是對的，首先他說風度代表的是三階矩，衡量分布偏離均值的程度。峰度低叫做尖峰，這些都是不對的。
Kurtosis can be verified in the four initial moments of a distribution and measures the mean of a distribution.
c選項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選項峰度只能在分布中的四階矩看到測量的也不是標準差。
0
0
0
0
