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carrie_w2008 · 2024年02月22日

横轴是被估计的分布吗

  1. FRM II
  2. Market Risk Measurement And Management

NO.PZ2018122701000024

问题如下：

Consider the following QQ plot:

Empirical Quantiles

Which is the most likely true statement about the QQ plot?

选项：

A.

The empirical distribution is actually parametric.

B.

The empirical distribution has positive skew.

C.

The empirical distribution has leptokurtosis (excess kurtosis>0)

D.

If we perform a linear transformation of location and scale, the distribution is approximately normal.

解释：

C is correct.

考点 ： Quantile-Quantile Plots

解析 ： Heavy tails: the steeper slope - i.e., greater than 1.0 - at the tails indicates the tails are heavier than the reference distribution

老师，横轴是normal distribute说明横轴是正态分布吗，为什么被标记为predicted？不太懂哪个是被估计的分布

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1 个答案

pzqa27 · 2024年02月23日

嗨，从没放弃的小努力你好：


横轴是normal distribute说明横轴是正态分布吗

是的哦

为什么被标记为predicted？不太懂哪个是被估计的分布

因为我们不知道目前现在有的分布是否服从正态分布，因此我们拿现有的经验分布跟正态分布比对下。既然是跟正态分布对比，那自然是我们在预测现有的经验分布比较像正态分布。

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