- CFA Exams
- CFA Level I Exam
- Topic 1. Quantitative Methods
- Learning Module 4. Common Probability Distributions
- Subject 6. Normal Distribution
CFA Practice Question
Which of the following statements about a normal distribution is the LEAST ACCURATE? A normal distribution ______.
B. is completely described by two parameters
C. can be the linear combination of two or more normal random variables
A. has an excess kurtosis of 3
B. is completely described by two parameters
C. can be the linear combination of two or more normal random variables
Correct Answer: A
A normal distribution has a kurtosis of 3. Its excess kurtosis (kurtosis - 3.0) equals zero.
User Contributed Comments 1
| User | Comment |
|---|---|
| Rachelle3 | think of the PEAKS! |