NO.PZ2016062402000009
问题如下:
Which type of distribution produces the lowest probability for a variable to exceed a specified extreme value that is greater than the mean, assuming the distributions all have the same mean and variance?
选项: A
leptokurtic distribution with a kurtosis of 4
A leptokurtic distribution with a kurtosis of 8
C.A normal distribution
D.A platykurtic distribution
解释:
A platykurtic distribution has kurtosis less than 3, less than the normal p.d.f. Because all other answers have higher kurtosis, this produces the lowest extreme values.
讲义中有讲述kurtosis=3,小于3,大于3都是什么分布。这些分布具体有什么含义?只是代表尾巴的概率不同吗?