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Which type of distribution produces the ...

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题目

Which type of distribution produces the lowest probability for a variable that have a specified extreme value assuming the distributions have the same mean and variance?

选项

A.A leptokurtic distribution with a kurtosis of 4

B.A leptokurtic distribution with a kurtosis of 8

C.A normal distribution

D.A platykurtic distribution

答案

D

解析

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. 峰度表示尾巴上的肥瘦程度,峰度越高,尾巴越胖。尖峰型分布的尾部比正常分布更肥。矮峰型分布比正态分布和任何尖峰型分布尾部都瘦。