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hillock1122 · 2021年01月09日

问一道题：NO.PZ2018122701000024 [ FRM II ]

  1. FRM II
  2. Market Risk Measurement And Management

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 (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

请问老师，A选项什么意思？

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1 个答案

小刘_品职助教 · 2021年01月09日

同学你好，

A选项是说这次的分布符合了某一个参数分布的特征，但这个时候qq图应该是一条直线才对，所以A选项不对。

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