问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
d选项，当我们平滑一个分布时，不是会有一些数据就跳出比u大的范围吗？
NO.PZ2016070202000008 问题如下 A CRO is concernethexisting internrisk mols of a firm, whiare governemainly the centrlimit theorem, are not aquate in aressing potentiranm extreme losses of the firm. The CRO then recommen the use of extreme value theory (EVT). Whiof the following statements regarng extreme value theory (EVT) is incorrect? A.In contrast to conventionapproaches for estimating VAR, EVT consirs only the tail behavior of the stribution. B.Conventionapproaches for estimating Vthassume ththe stribution of returns follows a unique stribution for the entire range of values mfail to properly account for the ftails of the stribution of returns. C.EVT attempts to finthe optimpoint beyonwhiall values belong to the tail anthen mols the stribution of the tail separately. smoothing the tail of the stribution, EVT effectively ignores extreme events anlosses thcgenerally labeleoutliers. is correct. EVT uses only information in the tail, so statement Conventionapproaches sulta-normVassume a fixeprobability nsity function (p.f.) for the entire stribution, whimunrstate the extent of ftails, so statement B is correct. The first step in EVT is to choose a cutoff point for the tail, anthen to estimate the parameters of the tail stribution, so statement C is correct. Finally, EVT es not ignore extreme events (long they are in the sample). 如题
NO.PZ2016070202000008 问题如下 A CRO is concernethexisting internrisk mols of a firm, whiare governemainly the centrlimit theorem, are not aquate in aressing potentiranm extreme losses of the firm. The CRO then recommen the use of extreme value theory (EVT). Whiof the following statements regarng extreme value theory (EVT) is incorrect? A.In contrast to conventionapproaches for estimating VAR, EVT consirs only the tail behavior of the stribution. B.Conventionapproaches for estimating Vthassume ththe stribution of returns follows a unique stribution for the entire range of values mfail to properly account for the ftails of the stribution of returns. C.EVT attempts to finthe optimpoint beyonwhiall values belong to the tail anthen mols the stribution of the tail separately. smoothing the tail of the stribution, EVT effectively ignores extreme events anlosses thcgenerally labeleoutliers. is correct. EVT uses only information in the tail, so statement Conventionapproaches sulta-normVassume a fixeprobability nsity function (p.f.) for the entire stribution, whimunrstate the extent of ftails, so statement B is correct. The first step in EVT is to choose a cutoff point for the tail, anthen to estimate the parameters of the tail stribution, so statement C is correct. Finally, EVT es not ignore extreme events (long they are in the sample). 为什么文中提到好几次tail？如果没有分布的话
NO.PZ2016070202000008问题如下 A CRO is concernethexisting internrisk mols of a firm, whiare governemainly the centrlimit theorem, are not aquate in aressing potentiranm extreme losses of the firm. The CRO then recommen the use of extreme value theory (EVT). Whiof the following statements regarng extreme value theory (EVT) is incorrect? A.In contrast to conventionapproaches for estimating VAR, EVT consirs only the tail behavior of the stribution.B.Conventionapproaches for estimating Vthassume ththe stribution of returns follows a unique stribution for the entire range of values mfail to properly account for the ftails of the stribution of returns.C.EVT attempts to finthe optimpoint beyonwhiall values belong to the tail anthen mols the stribution of the tail separately.smoothing the tail of the stribution, EVT effectively ignores extreme events anlosses thcgenerally labeleoutliers.is correct. EVT uses only information in the tail, so statement Conventionapproaches sulta-normVassume a fixeprobability nsity function (p.f.) for the entire stribution, whimunrstate the extent of ftails, so statement B is correct. The first step in EVT is to choose a cutoff point for the tail, anthen to estimate the parameters of the tail stribution, so statement C is correct. Finally, EVT es not ignore extreme events (long they are in the sample).句smoothing the tail说的是什么事情？
NO.PZ2016070202000008 老师C是不是描述的是广义极值分布的模型
lta-normal是什么意思啊
