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syfzln · 2025年02月26日

疑问

NO.PZ2016062402000014

问题如下:

Which of the following statements is the most accurate about the relationship between a normal distribution and a Student’s t distribution that have the same mean and standard deviation?

选项:

A.

They have the same skewness and the same kurtosis.

B.

The Student’ t distribution has larger skewness and larger kurtosis.

C.

The kurtosis of a Students t distribution converges to that of the normal distribution as the number of degrees of freedom increases.

D.

The normal distribution is a good approximation for the Student’s t distribution when the number of degrees of freedom is small.

解释:

The two distributions have the same skewness of zero but the Student’ t has lower kurtosis. As the number of degrees of freedom increases, the Student’s t distribution converges to the normal distribution, so C is the correct answer.

解析给的t分布峰度更小是不是有问题?

1 个答案

李坏_品职助教 · 2025年02月26日

嗨,爱思考的PZer你好:


这道题的解析有问题,B选项主要错在“ larger skewness ”. t分布的峰度应该是更大的。



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