PRMIA Exam 8002 Topic 1 Question 10 Discussion

Actual exam question for PRMIA's Mathematical Foundations of Risk Measurement :II exam

Question #: 10
Topic #: 1

Concerning a standard normal distribution and a Student's t distribution (with more than four degrees of freedom), which of the following is true?

AThe distributions have the same kurtosis.

BThe normal distribution has higher kurtosis than the t distribution.

CThe normal distribution has lower kurtosis than the t distribution.

DWhich has the higher kurtosis depends on the degrees of freedom of the t distribution.

Show Suggested Answer

Suggested Answer: C

by Mitsue at May 05, 2022, 11:17 AM

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