positive excess kurtosis是什么？

NO.PZ2015120604000057

问题如下：

Molly is studying the return distribution of firm A's stock. She finds that the median of stock returns is smaller than the mean. Which of the following statements about the return distribution is correct?

选项：

The return distribution is positively skewed.

The return distribution is negatively skewed.

The return distribution has a positive excess kurtosis.

解释：

A is correct

For a positively skewed distribution, the mode is less than the median, and the median is less than the mean. There are positive outliers which will tend to pull the mean more positive.

positive excess kurtosis是什么意思呀？怎么判断他是这个呀？

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星星_品职助教 · 2023年05月25日

同学你好，

kurtosis是衡量尾部情况的参数，如果excess kurtosis＞0（ positive excess kurtosis），则说明这个分布是一个leptokurtic的分布。本题不涉及这种情况。C选项作为干扰项可以直接排除。

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本题条件为median＜mean，即mean偏向右侧。可知右侧有一条长尾，也就是右偏（right/positive skewness）

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NO.PZ2015120604000057问题如下Molly is stuing the return stribution of firm A's stock. She fin ththe meof storeturns is smaller ththe mean. Whiof the following statements about the return stribution is correct? A.The return stribution is positively skeweB.The return stribution is negatively skeweC.The return stribution ha positive excess kurtosis.A is correctFor a positively skewestribution, the mo is less ththe mean, anthe meis less ththe mean. There are positive outliers whiwill tento pull the memore positive.之前的提问中，有回答说kurtosis是衡量尾部情况的参数。1.skewness不衡量尾部吗？它的尾部不也是变化的吗（ftail,thin tail）？2.skewness是衡量什么情况的参数呢？

2024-10-01 23:25 1 · 回答

NO.PZ2015120604000057问题如下 Molly is stuing the return stribution of firm A's stock. She fin ththe meof storeturns is smaller ththe mean. Whiof the following statements about the return stribution is correct? A.The return stribution is positively skeweB.The return stribution is negatively skeweC.The return stribution ha positive excess kurtosis.A is correctFor a positively skewestribution, the mo is less ththe mean, anthe meis less ththe mean. There are positive outliers whiwill tento pull the memore positive.C为什么错呢，两者有什么关系

2022-07-25 07:41 1 · 回答

不是小于均值，左侧尾巴啊长吗，不应该是nwgative吗

2018-11-28 11:05 1 · 回答

请问哪侧尾巴长？可不可以画出这个的图形。我老是混淆。谢谢！

2018-04-04 13:18 1 · 回答

positive excess kurtosis是什么？

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