Concerning a standard normal distribution and a Student's t distribution (with more than four degrees...

PRMIA 8002 Question Answer

Concerning a standard normal distribution and a Student's t distribution (with more than four degrees of freedom), which of the following is true?

The distributions have the same kurtosis.

The normal distribution has higher kurtosis than the t distribution.

The normal distribution has lower kurtosis than the t distribution.

Which has the higher kurtosis depends on the degrees of freedom of the t distribution.

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