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标题: Reading 7: Statistical Concepts and Market Returns - LOS j [打印本页]

作者: cfaedu    时间: 2008-4-8 18:27     标题: [2008] Session 2 - Reading 7: Statistical Concepts and Market Returns - LOS j

6A distribution that has positive excess kurtosis:

A)   is more peaked than a normal distribution.

B)   is less peaked than a normal distribution.

C)   has thinner tails than a normal distribution.

D)   is more skewed than a normal distribution.

7A distribution that is more peaked than normal is:

A)   skewed.

B)   platykurtic.

C)   leptokurtic.

D)   geometric.

8Which of the following statements concerning a distribution with positive skewness and positive excess kurtosis is FALSE?

A)   The mean will be greater than the mode.

B)   It has a lower percentage of small deviations from the mean than a normal distribution.

C)   There are a large number of positive outliers.

D)   It has fatter tails than a normal distribution.

 

 


作者: cfaedu    时间: 2008-4-8 18:27

答案和详解如下:

6A distribution that has positive excess kurtosis:

A)   is more peaked than a normal distribution.

B)   is less peaked than a normal distribution.

C)   has thinner tails than a normal distribution.

D)   is more skewed than a normal distribution.

The correct answer was A)

A distribution with positive excess kurtosis is one that is more peaked than a normal distribution.

7A distribution that is more peaked than normal is:

A)   skewed.

B)   platykurtic.

C)   leptokurtic.

D)   geometric.

The correct answer was C)

A distribution that is more peaked than normal is leptokurtic. A distribution that is flatter than normal is platykurtic.

8Which of the following statements concerning a distribution with positive skewness and positive excess kurtosis is FALSE?

A)   The mean will be greater than the mode.

B)   It has a lower percentage of small deviations from the mean than a normal distribution.

C)   There are a large number of positive outliers.

D)   It has fatter tails than a normal distribution.

The correct answer was B)    

A distribution with positive excess kurtosis has a higher percentage of small deviations from the mean than normal. So it is more “peaked” than a normal distribution. A distribution with positive skew has a mean > mode.

 

 

 


作者: jacky_z    时间: 2009-2-8 19:06

thanks
作者: zaestau    时间: 2009-9-13 19:25

 cc




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