- Like skewness,
kurtosis describes a
particular aspect of a
probability distribution.
There are
different ways to
quantify kurtosis for a theoretical...
- limα→0excess
kurtosis=limβ→0excess
kurtosis=limμ→0excess
kurtosis=limμ→1excess
kurtosis=∞limα→∞excess
kurtosis=6β, limβ→0(limα→∞excess
kurtosis)=∞, limβ→∞(limα→∞excess...
-
distribution is 3σ4. The
kurtosis κ is
defined to be the
standardized fourth central moment. (Equivalently, as in the next section,
excess kurtosis is the fourth...
- the
average than is
expected for a
normal distribution.
Kurtosis risk
applies to any
kurtosis-related
quantitative model that ****umes the
normal distribution...
- and the
excess kurtosis being zero.
Samples from a
normal distribution have an
expected skewness of 0 and an
expected excess kurtosis of 0 (which is the...
- 3.5.11.
Measures of
Skewness and
Kurtosis". NIST.
Retrieved 18
March 2012. "Measures of Shape:
Skewness and
Kurtosis", 2008–2016 by Stan Brown, Oak Road...
-
distributions of the
skewness and
kurtosis can
themselves be
analysed in
terms of
their means μ1,
variances μ2,
skewnesses γ1, and
kurtosis γ2. This has been done...
-
deviation a
measure of the
shape of the
distribution like
skewness or
kurtosis if more than one
variable is measured, a
measure of
statistical dependence...
-
analogous to
standard deviation,
skewness and
kurtosis,
termed the L-scale, L-skewness and L-
kurtosis respectively (the L-mean is
identical to the conventional...
- Jarque–Bera test is
itself derived from
skewness and
kurtosis estimates. Mardia's
multivariate skewness and
kurtosis tests generalize the
moment tests to the multivariate...
