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Hugo(Xie Lanzhi) · 2020年04月27日

问一道题:NO.PZ2015120601000003

问题如下:

Is a return distribution characterized by frequent small losses and a few large gains best described as having:

选项:

negative skew?
a mean that is greater than the median?
A.
No
No
B.
No
Yes
C.
Yes
No

解释:

B is correct.

A distribution with frequent small losses and a few large gains has positive skew (long tail on the right side) and the mean is greater than the median.

请问为什么mean小于median?

1 个答案

星星_品职助教 · 2020年04月27日

同学你好,

negative skew或左偏说明左侧有很大的极值才把分布拉偏,这种情况下均值由于受左侧极值影响会在中位数左侧,右偏的分布结论相反。这个结论上课讲过。