NO.PZ2017092702000103
问题如下:
The lognormal distribution is a more accurate model for the distribution of stock prices than the normal distribution because stock prices are:
选项:
A. symmetrical.
B. unbounded.
C. non-negative.
解释:
C is correct.
A lognormal distributed variable has a lower bound of zero. The lognormal distribution is also right skewed, which is a useful property in describing asset prices
为什么lognormal的取值范围和右偏,可以很好的衡量stock price或asset price呢 谢谢