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wyrw · 2024年08月05日

n的变化和fat tail之间的关系不理解

NO.PZ2022123001000088

问题如下:

There are three fat-tailed samples.The followings are their standard error of the sample mean and sample variance. Which sampling distribution of the sample mean has fatter tails?

选项:

Standard error of the sample mean
Sample variance
A.
5
100
B.
2
64
C.
3
81

解释:


With the knowing standard deviation and standard error, the sample size(n) is:

nA=4; nB=16; nC=9

According to the central limit theorem, a sampling distribution of the sample mean will be approximately normal only if the sample size n is large. As n increase, the sampling distribution of the the sample mean will has less fat tails. So A with a smallest size is correct.

As n increase, the sampling distribution of the the sample mean will has less fat tails.,这是为何,如何理解

1 个答案

品职助教_七七 · 2024年08月06日

嗨,努力学习的PZer你好:


n越大,分布就会越像正态分布。由于此时三个分布的尾部都比正态分布肥,所以更像正态分布就意味着less fat tails。

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