请问各位，kurtosis>3，是肥尾没错吧？按理说应该是尖峰，可是实际效果图上可是更为平坦啊。这是为什么呢?
这个地方自己一直没搞明白，还望高手指点。。。
我又重新组织了一下:
I have a question that, which of these two figures can exactly discribe differences between leptokurtic and Normal distribution?
Are the following discription corrcet？
1.Is kurtosis of fatter-tailed distribution greater than 3?
2.Is kurtosis of leptokurtic distribution greater than 3?
3.Is leptokurtic distribution more peaked or less peaked? If more peaked,how comes the first figure(derived from FRM Handbook)? If less peaked, how comes the second figure(derived from 2008 Kaplan Schweser)?
[此贴子已经被作者于2009-6-17 20:31:47编辑过] | 
发表于 2009-6-17 16:40
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