Tshwj xeeb, cov duab plaub fab f(x)=1 (0 < x < 1) muaj β2=1.8 . Cov ntsiab lus leptokurtic, mesokurtic, thiab platykurtic hais txog cov nkhaus uas qhov tseem ceeb ntawm β2 yog, feem, ntau dua 3, sib npaug rau 3, thiab tsawg dua 3.
Kev faib tawm Mesokurtic yog dab tsi?
Mesokurtic yog ib lo lus txheeb cais siv los piav qhia tus yam ntxwv zoo tshaj ntawm qhov muaj feem cuam tshuam rau qhov xwm txheej huab cua (lossis cov ntaub ntawv uas tsis tshua muaj) ze rau xoom. Ib qho kev faib mesokurtic muaj qhov zoo sib xws tus nqi zoo ib yam li kev faib khoom ib txwm.
Tus nqi ntawm β2 yog dab tsi?
Cov coefficient ntawm kurtosis (γ2) yog qhov nruab nrab ntawm plaub lub zog ntawm cov qauv sib txawv ntawm qhov nruab nrab. Rau cov pej xeem ib txwm, tus coefficient ntawm kurtosis yuav tsum sib npaug 3Tus nqi ntau dua 3 qhia txog kev faib tawm leptokurtic; tus nqi tsawg dua 3 qhia txog kev faib platykurtic.
Tus nqi ntawm kurtosis ntawm kev faib ib txwm yog dab tsi?
Ib tus qauv ib txwm faib muaj kurtosis ntawm 3 thiab tau lees paub tias yog mesokurtic. Ib qho ntxiv kurtosis (>3) tuaj yeem pom tau tias yog "tswb" nyias nrog lub ncov siab thaum qhov txo qis kurtosis sib haum mus rau qhov dav ntawm lub ncov thiab "thickening" ntawm cov tails.
hu li cas yog kurtosis ntawm kev faib yog 3?
Qhov hnyav lossis qhov hnyav hauv cov tails feem ntau txhais tau tias koj cov ntaub ntawv zoo li flatter (lossis qis dua) piv rau qhov kev faib tawm ib txwm. Tus qauv kev faib tawm ib txwm muaj kurtosis ntawm 3, yog li yog tias koj qhov txiaj ntsig ze rau qhov ntawd ces koj daim duab tails yuav luag zoo li qub. Cov kev faib tawm no hu ua mesokurtic
