FRM 定量分析习题测评(一):The following graphs show the cumulative...

The following graphs show the cumulative distribution function(CDF)of four different random variables.
 
The dotted vertical line indicates the mean of the distribution.Assuming each random variable can only be values between-10 and 10,which distribution has the highest variance?


 
----------------------------------------------------------我-是--萌--萌--的--分--割--线----------------------------------------------------------

Answer:D
 
Explanation:Variance is a measure of the mean deviation.In the above four graphs,
 
it can be seen that(D)has the highest proportion of the distribution that deviates from the mean,
 
and it also has a relatively higher density in both tails.Hence,"D"has the highest variance.
 
声明丨本文由FRM考试网(frm.gaodun.cn)精编整理,未经许可不得随意转载或引用。