[一級定量分析] 老師,這一整道題我都讀不太懂,能每個選項詳細講一下嗎

userld475h 發(fā)布于:2019-09-18 16:02:09 瀏覽293次   FRM FRM Part I
60 One of the key properties of a normal distribution is location-scale invariance. Which of the following choices best describes this property? A. The sum of all the variances from independent normally distributed random variables will produce a normally distributed variance. B. A normal distribution is useful for modeling asset prices. C. A large sample size will produce a distribution that resembles a normal distribution. D. Random variables derived from other normally distributed random variables will also be normally distributed.
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路老師 發(fā)布于2019-09-18 17:01:03

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