返回列表 发帖
maratikus Wrote:
-------------------------------------------------------

>
> Not necessarily. Fat tails (kurtosis) have nothing
> to do with peaks. T distribution has lower peaks
> than normal, however leptokurtic distribution (as
> you said) have higher peaks. Distribution density
> shows distribution of probability of 1 across
> outcomes. If distribution has fat tails, it has
> more weight in the tails. In case of
> T-distribution weight is borrowed from the central
> part relatively uniformly, whereas leptokurtic
> distributions shift more weight to the center
> (high peak) and tails (fat tails) and borrow
> weight from everywhere else. Of course,
> t-distribution is not leptokurtic.


Good explaination.

TOP

返回列表