题目 Positive-skewed distributions exhibit: 选项 A.a longer tail to the left of the distribution. B.greater mass close to the expected value. C.greater mass to the left of the expected value. [...]
题目 Each of the following is true about the chi-square and F distributions EXCEPT: 选项 A.The chi-square distribution is used to test a hypothesis about a sample variance; i.e., given an [...]
题目 It is said that two events are independent if the occurrence of one event: 选项 A.Affects the probability of the occurrence of the other event. B.Means the second event is certain to occur. [...]
题目 The characteristic function of the product of independent random variables is equal to the: 选项 A.square root of the product of the individual characteristic functions. B.product of the [...]
题目 A high growth stock has a daily return volatility of 1.60%. The returns are positivelyautocorrelated such that the correlation between consecutive daily returns is +0.30. What is the two-day [...]
题目 Suppose that a quiz consists of 20 true-false questions. A student has not studied for the exam and just randomly guesses the answers. How would you find the probability that the student will [...]
题目 The variance of the returns from stock A is 0.018 and that of the market is 0.025. If the covariance between the stock and the market index is -0.002, their correlation coefficient is CLOSEST [...]
题目 If a distribution with the same variance as a normal distribution has kurtosis greater than 3, which of the following is TRUE? 选项 A.It has fatter tails than normal distribution. B.It has [...]
题目 It is often said that distributions of returns from financial instruments are leptokurtic. For such distributions, which of the following comparisons with a normal distribution of the same [...]
题目 Which of the following statements about simulation is invalid? 选项 A.The historical simulation approach is a nonparametric method that makes no specific assumption about the distribution of [...]
