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苏·Xu · 2022年11月10日

问

  1. CFA I
  2. Quantitative

NO.PZ2018062001000003

问题如下：

The characteristic of a return distribution is frequent small gains and several extreme losses. Which of the following options is correct?

选项：

A.

The distribution has a positive skewness, and the mean is greater than the median.

B.

The distribution has a negative skewness, and the mean is smaller than the median.

C.

The distribution has a positive skewness, and the mean is smaller than the median.

解释：

We define that a distribution with frequent small gains and a few extreme losses is a negative-skewed distribution.

The characteristics of a negative skewed distribution are:

  1. long tail on the left side and;
  2. mode > median > mean

如果是左偏不就是右尾长吗？右尾长不就是右边有极端值吗？

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2 个答案

星星_品职助教 · 2022年11月11日

@苏·Xu 考前能及时发现问题是好事，考试加油~

星星_品职助教 · 2022年11月10日

同学你好，

左偏代表的是左侧有一条长尾，所以才能将分布拉向左侧偏移。

也就是左边有极端值。

苏·Xu · 2022年11月11日

天呐，我一直都记错了😭

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NO.PZ2018062001000003问题如下The characteristic of a return stribution is frequent small gains anseverextreme losses. Whiof the following options is correct?A.The stribution ha positive skewness, anthe meis greater ththe mean.B.The stribution ha negative skewness, anthe meis smaller ththe mean.C.The stribution ha positive skewness, anthe meis smaller ththe mean.We fine tha stribution with frequent small gains ana few extreme losses is a negative-skewestribution. The characteristiof a negative skewestribution are: long tail on the left si an mo me mepositive是mean比 mean大，negative不就是mean比mean小吗？

2024-09-12 16:04 2 · 回答

NO.PZ2018062001000003 The stribution ha negative skewness, anthe meis smaller ththe mean. The stribution ha positive skewness, anthe meis smaller ththe mean. We fine tha stribution with frequent small gains ana few extreme losses is a negative-skewestribution. The characteristiof a negative skewestribution are: long tail on the left si an mo > me> mean老师可以画个图吗？我总是很难记住，左倾和右倾的图，这三个值的大小关系，老师可以分享一下记忆的方法吗？谢谢

2021-12-16 02:45 1 · 回答

NO.PZ2018062001000003 ...requent small gains ana few extreme losses这个描述的话，afew extreme loses 指的是左侧的细尾吗？

2021-11-14 15:52 1 · 回答

请问A和B是不是都是对的?感觉A和B表述刚好是相反的，如果B对，那A应该也是对的吧?麻烦老师一下，A为什么不对?

2018-10-24 23:20 2 · 回答