kurtosis

Noun

Meaning

(statistics) A measure of "heaviness of the tails" of a probability distribution, defined as the fourth cumulant divided by the square of the variance of the probability distribution.

(statistics) Excess kurtosis: the difference between a given distribution's kurtosis and the kurtosis of a normal distribution.

Synonyms

Examples

Alternatively, given two subpopulations with the same mean and different standard deviations, the overall population will exhibit high kurtosis, with a sharper peak and heavier tails (and correspondingly shallower shoulders) than a single distribution. Source: Internet

D'Agostino's K-squared test is a goodness-of-fit normality test based on a combination of the sample skewness and sample kurtosis, as is the Jarque–Bera test for normality. Source: Internet

D'Agostino's K-squared test is a goodness-of-fit normality test based on sample skewness and sample kurtosis. Source: Internet

Excess kurtosis The excess kurtosis is defined as kurtosis minus 3. There are 3 distinct regimes as described below. Source: Internet

For the kurtosis to exist, we require m > 5/2. Source: Internet

Interpretation The exact interpretation of the Pearson measure of kurtosis (or excess kurtosis) used to be disputed, but is now settled. Source: Internet

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