NO.PZ2015120604000056
问题如下:
Which of the following descriptions about leptokurtic is most appropriate?
选项:
A.
A distribution of returns that has extremely large deviations from the mean is positively skewed.
B.
A distribution of returns that has extremely large deviations from the mean has positive excess kurtosis.
C.
A distribution of returns that has extremely large deviations from the mean has negative excess kurtosis.
解释:
B is correct
Leptokurtic refers to a distribution that has a fatter tail than a normal distribution(i.e.positive excess kurtosis).
这个是问L,尖峰肥尾;它的异常值是要比P(低峰瘦尾)要多的; B的答案是L跟自己比,因为excess K>0的就是L,两个表达的是一个东西,不存在谁比谁的异常值多; C的答案是指题干的L,要比excesK<0也就是P(低峰瘦尾)的异常值多,这样的是对的。 所以不是应该选C吗