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Min · 2023年10月25日

哪里说了excess kurtosis是正的?

NO.PZ2022123001000036

问题如下:

Compared to the normal distribution with the same variance, the distribution with more probability in the left tails is best described as :

选项:

A.Fat-tailed B.Platykurtic C.positively skewed

解释:

The excess kurtosis is positive, indicating that the distribution is “fat-tailed”; therefore, there is more probability in the tails of the distribution relative to the normal distribution.

Positively skewed distribution has more probability in the right tail. Platykurtic distribution is a thin-tailed distribution.

解析第一句说由于excess kurtosis是正数所以是fat tail,但怎么判断excess kurtosis是正的呢?题干里只说和normal distribution的variance一样,left tail的probability更大。谢谢!

1 个答案

星星_品职助教 · 2023年10月25日

同学你好,

“left tail的probability更大”就说明左尾是肥尾。kurtosis是描述分布尾部特征的指标,肥尾对应leptokurtic,也就是excess kurtosis为正。