开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

·K· · 2023年05月24日

positive excess kurtosis是什么?

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.

positive excess kurtosis是什么意思呀?怎么判断他是这个呀?

1 个答案

星星_品职助教 · 2023年05月25日

同学你好,

kurtosis是衡量尾部情况的参数,如果excess kurtosis>0( positive excess kurtosis),则说明这个分布是一个leptokurtic的分布。本题不涉及这种情况。C选项作为干扰项可以直接排除。

-----

本题条件为median<mean,即mean偏向右侧。可知右侧有一条长尾,也就是右偏(right/positive skewness)