习题:
  Exercise:
  Which of the following statements about the normal distribution is not accurate?
  A     Kurtosis equals 3.
  B     Skewness equals 1.
  C     The entire distribution can be characterized by two moments, mean and variance.
  D     The normal density function has the following *.
 
  解析:
  Answer: B
  Explanation: The skewness of normal distribution is 0, not 1. The kurtosis of the normal distribution is 3. The normal distribution can be completely described by its mean and variance, and the density function of the normal distribution is as shown.
  知识点:
  Normal Distribution
  The normal distribution is a bell-shaped distribution which is used most extensively in statistical applications in a wide variety of fields. Its probability density function is given by
  Its mean is m and variance is s2.
  The skewness of a distribution is zero, while its kurtosis is 3.
  In risk management it is useful to know how many standard deviations are needed to encompass 90%, 95% or 99% of outcomes.
 
  
  Normal distribution has an important property: if we take the sum of several independent random variables, which are all normally distributed, then the sum will be normally distributed again.
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