问题如下:
Which of the following about mixtures of distribution is correct?
选项:
A.Mixtures cannot have skewness or excess kurtosis if their components have no skewness or excess kurtoisis.
Mixtures can only have skewness but no excess kurtosis if their components have no skewness or excess kurtoisis.
Mixtures can only have excess kurtosis but no skewness if their components have no skewness or excess kurtoisis.
D.Mixtures can have both skewness and excess kurtosis even when their components have no skewness or excess kurtoisis.
解释:
D is correct.
Mixtures can have bothh skewness and excess kurtosis even when their components have no skewness or excess kurtoisis.
在什么情况下会有excess kurtosis呢?不是说两个normal distribution相加得到的也是一个normal distribution吗?