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Alicess · 2020年07月05日

问一道题：NO.PZ2015120604000056 [ CFA I ]

  1. CFA I
  2. Quantitative

问题如下：

Which of the following descriptions about  leptokurtic is most approriate?

选项：

A.

A distribution of returns that has a more extremely large and small deviations from the mean is positively skewed.

B.

A distribution of returns that has more extremely large and small deviations from the mean has positive excess kurtosis.

C.

A distribution of returns that has more extremely large and small deviations from the mean has negative excess kurtosis.

解释：

B is correct

Leptokurtic refers to a distribution that is more peaked than a normal distribution with a fatter tail.(i.e. positive excess kurtosis)

老师为什么尖峰是positive 低峰是negative呢
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1 个答案

星星_品职助教 · 2020年07月06日

同学你好，

本题的B选项描述的是尖峰的定义。

而当excess kurtosis大于0（positive）的时候，就对应尖峰（leptpkurtic）。所以B选项的描述是正确的

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