【FRM每日一题】一级：定量分析
备考FRM一级 | 2015-09-08
Which type of distribution produces the lowest probability for a variable to exceed a specified extreme value X which is greater than the mean assuming the distributions all have the same mean and variance?
A.A leptokurtic distribution with a kurtosis of 5
B.A leptokurtic distribution with a kurtosis of 10
C.A normal distribution
D.A platykurtic distribution
Answer: D
Explanation: The kurtosis indicates the level of fatness in the tails, the higher the kurtosis, the fatter the tails. A leptokurtic distribution has fatter tails than the normal distribution. A platykurtic distribution has thinner tails than both the normal distribution and any leptokurtic distribution. For an extreme value X, the lowest probability of exceeding it will be found in the distribution with the thinner tails.>>>FRM五月真题
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