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苏·Xu · 2022年11月10日

* 问题详情,请 查看题干

NO.PZ202106160300003603

问题如下:

Compared to the normal distribution, this sample's distribution is best described as having tails of the distribution with:

选项:

A.less probability than the normal distribution B.the same probability as the normal distribution C.more probability than the normal distribution

解释:

C is correct. The excess kurtosis is positive, indicating that the distribution is "fat-tailed"; therefore, there is more probability in the tails of the distribution relative to the normal distribution.

这个峰度更大,就是更尖,那尾巴就更瘦,面积就更小才是 不是么?

1 个答案

星星_品职助教 · 2022年11月11日

同学你好,

kurtosis实质上是一个描述尾部的指标。excess kurtosis>0,代表的是相对正态分布而言,这个分布的尾部比较厚,即more probability than the normal distribution。

此外,肥尾伴随尖峰并不是必然的,会有肥尾但矮峰的情况。