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hillock1122 · 2021年01月09日

问一道题:NO.PZ2018122701000024 [ FRM II ]

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?

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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