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琳 · 2022年07月25日

请问老师

NO.PZ2015120604000057

问题如下:

Molly is studying the return distribution of firm A's stock. She finds that the median of stock returns is smaller than the mean. Which of the following statements about the return distribution is correct?

选项:

A.

The return distribution is positively skewed.

B.

The return distribution is negatively skewed.

C.

The return distribution has a positive excess kurtosis.

解释:

A is correct

For a positively skewed distribution, the mode is less than the median, and the median is less than the mean. There are positive outliers which will tend to pull the mean more positive.

选项C为什么错呢,两者有什么关系

1 个答案

星星_品职助教 · 2022年07月25日

同学你好,

median<mean是( positive)skewness的判断条件,此时无法判断是否存在excess positive kurtosis。