- to skewness,
kurtosis provides insight into
specific characteristics of a distribution.
Various methods exist for
quantifying kurtosis in theoretical...
- α → 0
excess kurtosis = lim β → 0
excess kurtosis = lim μ → 0
excess kurtosis = lim μ → 1
excess kurtosis = ∞ lim α → ∞
excess kurtosis = 6 β , lim...
-
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...
-
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...
-
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...
- 4 − 3 {\displaystyle \gamma _{2}=\mu _{4}/\sigma ^{4}-3} is the
excess kurtosis. However, one can use
other estimators for σ 2 {\displaystyle \sigma ^{2}}...
-
difference between its
kurtosis and the
kurtosis of a
normal distribution, 3 {\displaystyle 3} .: 217 Therefore, the
excess kurtosis of the
geometric distribution...
-
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...
