问题如下：
Backtesting routinely compares daily profits and losses with model-generated risk measures to gauge the quality and accuracy of their risk measurement systems. The 1996 Market Risk Amendment describes the backtesting framework that is to accompany the internal models capital requirement. This backtesting framework involves
I. The size of outliers
II. The use of risk measure calibrated to a one-day holding period
III. The size of outliers for a risk measure calibrated to a 10-day holding period
IV. Number of outliers
选项：
A.II and III
B.II only
C.I and II
D.II and IV
解释：
D is correct. The backtesting framework in the IMA only counts the number of times a daily exception occurs (i.e., a loss worse than VAR). So, this involves the number of outliers and the daily VAR measure.
请问size of outliers和number of outliers有什么区别呢
