问题如下图:
选项:
A.
B.
C.
D.
解释:
选项C为什么正确,该陈述在课件中哪个地方?
NO.PZ2016070202000007 问题如下 Extreme value theory (EVT) provis valuable insight about the tails of return stributions. Whiof the following statements about EVT anits applications is incorrect? A.The peaks over threshol(POT) approarequires the selection of a reasonable threshol whithen termines the number of observeexceences; the thresholmust sufficiently high to apply the theory, but sufficiently low so ththe number of observeexceences is a reliable estimate. B.EVT highlights thstributions justifiethe centrlimit theorem (e.g., normal) cusefor extreme value estimation. C.EVT estimates are subjeto consirable mol risk, anEVT results are often very sensitive to the precise assumptions ma. Because observeta in the tails of stribution is limite EV estimates cvery sensitive to small sample effects another biases. EVT estimates are subjeto estimation risk, so statement an are correct. However, EVT es not apply the centrlimit theorem (CLT), whistates ththe average (opposeto the tail) of i.i. ranm variables is normal. 请翻译并详解B和C,谢谢老师!
NO.PZ2016070202000007 EVT highlights thstributions justifiethe centrlimit theorem (e.g., normal) cusefor extreme value estimation. EVT estimates are subjeto consirable mol risk, anEVT results are often very sensitive to the precise assumptions ma. Because observeta in the tails of stribution is limite EV estimates cvery sensitive to small sample effects another biases. EVT estimates are subjeto estimation risk, so statement an are correct. However, EVT es not apply the centrlimit theorem (CLT), whistates ththe average (opposeto the tail) of i.i. ranm variables is normal.bevt是非正太分布吗
请再一下C为什么错