CFA一级定量分析考题难度如何?分享每日一题练习!

CFA一级定量分析考题难度如何?坚持每天的练习对自己备考CFA考试是有帮助的,那今天和小编一起看看这道CFA定量分析考题!

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 4

B.A leptokurtic distribution with a kurtosis of 8

C.A normal distribution

D.A platykurtic distribution

CFA备考怎么能少了CFA备考资料呢?小编为各位考生准备了CFA备考资料,有需要可以点击下方链接获取!

戳:各科必背定义+历年真题中文解析+学习备考资料(PDF版)


正确的答案是什么呢?小编给你说说是Solution: D,那如何解析呢?为何是它呢?小编给你说说!

A is incorrect. A leptokurtic distribution has fatter tails than the normal distribution. The kurtosis indicates the level of fatness in the tails, the higher the kurtosis, the fatter the tails. Therefore, the probability of exceeding a specified extreme value will be higher.

B is incorrect. Since answer A. has a lower kurtosis, a distribution with a kurtosis of 8 will necessarily produce a larger probability in the tails.

C is incorrect. By definition, a normal distribution has thinner tails than a leptokurtic distribution and larger tails than a platykurtic distribution.

D is correct. By definition, a platykurtic distribution has thinner tails than both the normal distribution and any leptokurtic distribution. Therefore, for an extreme value X, the lowest probability of exceeding it will be found in the distribution with the thinner tails.

 

这边有CFA题库可以帮助考生练习CFA考题!融跃CFA题库是由融跃名师精心筛选历年真题和模拟题,自主编写而形成的全方位备考电子题库。题目+视频+解析,看完这些题目肯定可以达到“知其然且知其所以然”的程度。有需要可以在线咨询或添加老师微信(rongyuejiaoyu)