notes第一册的statistical concepts and market returns 一节当中有一个课后题没看明白。a distribution that has a greater percentage of small deviations from the mean and a greater percentage of extremely large deviations from the mean will be leptokurtic and will exhibit excess kurtosis.
我的疑问在于，我认为如果small devations和extremely large devations都有greater percentage 的话，那么中间的devation就会小，就应该更平，应该是platykuritc。
忘解答，谢谢！！作者: amonliu 时间: 2016-9-4 14:59
greater percentage of small deviations from the mean,说明离平均值更近的数更多，因而峰越尖，greater percentage of extremely large deviations from the mean，远离平均值的数更多，因而峰尾越大，因而中间的部分就小。导致，分布图比正态分布更高更尖，尾部更大，峰的中端更小，因而是leptokurtic作者: sumuyan3 时间: 2016-9-5 10:44
