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cenwandada · 2024年04月17日

可以解释一下这道题吗

NO.PZ2023091601000025

问题如下:

In looking at the frequencydistribution of weekly crude oil price changes between 1984 and 2008, ananalyst notices that the frequency distribution has a surprisingly large numberof observations for extremely large positive price changes and a smaller number,but still a surprising one of observations for extremely large negative pricechanges. The analyst provides you with the following statistical measures.Which measures would help you identify these characteristics of the frequencydistribution?

I.Serial correlation of weekly price chances

II.Variance of weeklyprice changes

III.Skewness of weeklyprice changes

IV.Kurtosis of weeklyprice changes

选项:

A.

I, II, III and IV

B.

II only

C.

III and IV only

D.

I, III and IV only

解释:

Thequestion considers a skewed leptokurtic distribution. To measure the magnitudeof these skewed tails, the analyst needs to consider both the skewness andkurtosis

可以解释一下这道题吗

1 个答案

品职答疑小助手雍 · 2024年04月18日

同学你好,题面说的是:在观察1984年至2008年间每周原油价格变化的频率分布时,一位分析师注意到,在频率分布中,对于非常大的正价格变化的观测值惊人地多,而对于非常大的负价格变化的观测值数量较少,但仍然令人惊讶。分析师为您提供以下统计度量。哪些措施可以帮助你识别频率分布的这些特征?

那显然是在描述偏度和峰度峰度的特征了。

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