返回列表 发帖

level1 statistic中leptokurtic问题

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!!

回复 2# amonliu


   谢谢你!   其实只要有greater percentage of small deviaton from the mean这一句就已经可以判断是leptokuritic了对吧?

TOP

返回列表