Kelly001 · 2021年12月04日
NO.PZ2018062016000057
问题如下：
Given the table above, compared with a normal distribution, the distribution of returns for Stock A is most likely to:
选项：
A.have the same kurtosis.
B.be more peaked.
C.have thinner tails.
解释：
B is correct. Excess kurtosis is positive means kurtosis is larger than 3 and the return distribution is more peaked than normal distribution.
左偏分布的图形，右边的尾巴不是更小吗？C选项怎么理解？
NO.PZ2018062016000057 more peake have thinner tails. B is correct. Excess kurtosis is positive means kurtosis is larger th3 anthe return stribution is more peakethnormstribution. A的前面两个数据有用吗？
刚刚写错了，我想说的是，C 为啥不对啊？Skewness 如果不是 0，不管是正的还是负的，不是应该朝左或者朝右扭曲了么？这样的扭曲会造成thinner tail？
B 为啥不对啊？Skewness 如果不是 0，不管是正的还是负的，不是应该朝左或者朝右扭曲了么？这样的扭曲会造成thinner tail？
kurtosis=3难道不是正态分布吗？为何不是选A？？
