标题: Normal distribution question [打印本页] 作者: Carson 时间: 2013-4-8 17:10 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: svgleeson 时间: 2013-4-8 17:11
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: jcfa2011 时间: 2013-4-8 17:11
oh that makes sense. dumb question.作者: BelalM 时间: 2013-4-8 17:12
Normal Dist has skewness of 0, and kurtosis of 3.
Excess kurtosis is the distribution’s kurtosis minus 3. Any nonzero number means the distribution has excess kurtosis.
So the normal dist has skewness, and has kurtosis, but it does not have excess kurtosis.
