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wangxiaohuan5960 · 2018年06月09日

问一道题:NO.PZ2015120604000056 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

这个什么意思,帮忙解释一下吧,谢谢

1 个答案

源_品职助教 · 2018年06月10日

B选项说有较大比例的很大的方差值,这就是指分布具有肥尾的现象(越靠近尾巴,方差越大)。 尖峰是指有较大比例的很小方差值。

上述两点表明分布具有尖峰肥尾的特点。也就说明了它是一个尖峰分布。

 

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