[一级定量分析] 老师,这一整道题我都读不太懂,能每个选项详细讲一下吗

userld475h 发布于:2019-09-18 16:02:09 浏览296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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路老师 发布于2019-09-18 17:01:03

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