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wilsonxu · 2021年08月21日

图形表示不是skew吗？还有哪里体现出尖峰？对比画图，没有画出来？

  1. FRM II
  2. Market Risk Measurement And Management

NO.PZ2018122701000024

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 (excess 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

图形表示不是skew吗？还有哪里体现出尖峰？对比画图，没有画出来？

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品职答疑小助手雍 · 2021年08月21日

嗨，从没放弃的小努力你好：


qq图的题是通过qq图本身来对比出结论的。

这图形明显empirical分布是对称的，所以没有不skew。

上课讲过判断肥尾的方法，左边划个竖线切一刀，还没走到离均值一个标准差的位置empirical分布就已经有了正态分布离均值1个标准差的累计概率了，也就是empirical的尾巴更厚，尖峰肥尾。

通过你这几道题问，我感觉你可能是听课倍速太快了或者什么原因，有一些挺重要的老师上课强调过的重点概念或者方法不记得，有时间的话还是把做题时候感觉没见过的点听一下基础班比较好，毕竟上课有音频有板书，比我打字解释的要清楚。

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