单选题
Which of the following statements about skewness and kurtosis is FALSE? A. Kurtosis is measured using deviations raised to the fourth power. B. Values of relative skewness in excess of 0.5 in absolute value indicate large levels of skewness. C. Positive values of kurtosis indicate a distribution that has fat tails.
【正确答案】
C
【答案解析】Positive values of kurtosis do not indicate a distribution that has fat tails. Positive values of excess kurtosis (kurtosis > 3 ) indicate fat tails.