题目
Which of the following statements concerning probability distributions is (are) correct? I The variance of a standard normal distribution is 1. II Risk analysts would not be able to assume a distribution is normal which kurtosis is equal to 3.
选项
A.I only
B.II only
C.Both I and II
D.Neither I nor II
答案
C
解析
A standard normal distribution has a mean of 0 and a variance of 1. One of the properties of a standard normal distribution is that kurtosis is equal to 3. 标准正态分布的平均值为0，方差为1。标准正态分布的特性之一是峰度等于3。