标题: Normal distribution question [打印本页] 作者: xiaotutu 时间: 2011-7-13 17:04 标题: Normal distribution question
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.作者: kasinkei 时间: 2011-7-13 17:04
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作者: suyash1989 时间: 2011-7-13 17:04
oh that makes sense. dumb question.作者: ajpheif16 时间: 2011-7-13 17:04
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.
