单选题 Which of the following statements regarding skewness is FALSE? A. A positively skewed distribution is characterized by many small losses and a few extreme gains. B. A distribution that is not symmetrical has skew not equal to zero. C. In a skewed distribution, 95% of all values will lie within plus or minus two standard deviations of the mean.

【正确答案】 C

【答案解析】For a normal distribution, the mean will be equal to its median and 95% of all observations will fall within plus or minus two standard deviations of the mean. For a skewed distribution, because it is not symmetrical, this may not be the case. Chebyshev's inequality tells us that at least 75% of observations will lie within plus or minus two standard deviations from the mean.