Normal distribution question question

xiaotutu

Which of the following is not a characteristic of a normal distribution?

A. Excess kurtosis
B. Skewness
C. Kurtosis

this comes from the BSAS level 1 practice test (afternoon). The answer is A but can't it also be B as well? page 392 of the reading says that a normal distribution has a skewness of 0.

kasinkei

It is just like asking whether normal distribution has mean or excess mean (if it is such a word). Yes it has mean and the mean value =0. Key word is "characteristic". You will not likely to have those kinds of questions in exam where it is likely to be misunderstood. CFAI are careful in wording questions

suyash1989

oh that makes sense. dumb question.

ajpheif16

Normal Dist has skewness of 0, and kurtosis of 3.

Excess kurtosis is the distribution's kurtosis minus 3. Any non-zero number means the distribution has excess kurtosis.

So the normal dist has skewness, and has kurtosis, but it does not have excess kurtosis.