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徐威廉 · 2024年10月05日

尖峰肥尾我能理解，左偏是怎么看出来的？

  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

尖峰肥尾我能理解，左偏是怎么看出来的？

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pzqa27 · 2024年10月08日

嗨，爱思考的PZer你好：


这个QQ图看起来只能够确定的是经验分布是一个肥尾的分布，同时这图形明显empirical分布是对称的，所以没有不skew。而B选项说的是positive skew，这个是不对的。

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