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𝒜𝒩𝒥𝒜 安雅🎃 · 2023年08月10日

A选项怎么修正？

  1. FRM II
  2. Market Risk Measurement And Management

NO.PZ2018122701000024

问题如下：

Consider the following QQ plot:

Empirical Quantiles

Which is the most likely true statement about the QQ plot?

选项：

A.

The empirical distribution is actually parametric.

B.

The empirical distribution has positive skew.

C.

The empirical distribution has leptokurtosis (excess kurtosis>0)

D.

If we perform a linear transformation of location and scale, the distribution is approximately normal.

解释：

C is correct.

考点 ： Quantile-Quantile Plots

解析 ： Heavy tails: the steeper slope - i.e., greater than 1.0 - at the tails indicates the tails are heavier than the reference distribution

如题。empirical distribution和specified distribution不是parametric？

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品职答疑小助手雍 · 2023年08月11日

同学你好，A选项这个用qq图其实无法判断，参数模型种类太多了，它也可能就是个非参数模型但是有细微的差异排列成了有点像某个对称图形的样子。而C根据QQ图则明显是对的。

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