CFA一級定量分析考題難度如何？堅(jiān)持每天的練習(xí)對自己備考CFA考試是有幫助的，那今天和小編一起看看這道CFA定量分析考題！
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
正確的答案是什么呢？小編給你說說是Solution: D，那如何解析呢？為何是它呢？小編給你說說！
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.
