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

返回

cenwandada · 2024年04月18日

第二个为啥是unit free

  1. FRM I
  2. Quantitative

NO.PZ2023091601000027

问题如下：

There are two statements.

Statement 1:The use of thefourth power makes the kurtosis especially sensitive to large deviations ofeither sign. This makes it useful in analyzing the chance of observing a large(absolute) return.

Statement 2:Theskewnessmeasures asymmetry in a distribution and is not unit-free by construction.

Whichone is correct ?

选项：

A.

Statement 1

B.

Statement 2

C.

Statement 1 & 2

D.

None

解释：

Statement2 is not correct .The skewness is unit-free by construction

​第二个为啥是unit free

添加评论
1 个答案

李坏_品职助教 · 2024年04月18日

嗨，从没放弃的小努力你好：


可以参考quant的基础班讲义Moments这个部分的内容：

意思是skewness这个指标是无量纲、无单位的。


skewness（就是讲义里的skew(X)）的公式包含了标准化的过程，也就是(X-μ)/ σ，但数据进行标准化之后，会处于均值为0，方差为1的状态，也就没有量纲了。

----------------------------------------------
就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

  • 1

    回答

  • 0

    关注

  • 178

    浏览
相关问题

NO.PZ2023091601000027问题如下 There are two statements.Statement 1:The use of thefourth power makes the kurtosis especially sensitive to large viations ofeither sign. This makes it useful in analyzing the chanof observing a large(absolute) return.Statement 2:Theskewnessmeasures asymmetry in a stribution anis not unit-free construction.Whichone is corre? A.Statement 1B.Statement 2C.Statement 1 2None Statement2 is not corre.The skewness is unit-free construction 请问可以简单一下第一个statement吗？fourth power要求掌握吗

2024-04-11 19:23 2 · 回答

NO.PZ2023091601000027问题如下 There are two statements.Statement 1:The use of thefourth power makes the kurtosis especially sensitive to large viations ofeither sign. This makes it useful in analyzing the chanof observing a large(absolute) return.Statement 2:Theskewnessmeasures asymmetry in a stribution anis not unit-free construction.Whichone is corre? A.Statement 1B.Statement 2C.Statement 1 2None Statement2 is not corre.The skewness is unit-free construction 请问unit free是什么意思呢

2024-04-11 19:19 1 · 回答