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Pronunciation varies by accent · noun
(statistics) The property of a series of random variables of every variable having the same finite kurtosis.
In terms of the original error u#95;i, this assumption implies that #92;mathrm#123;E#125;(u#95;i⁴#92;mid#92;mathbf#123;x#125;#95;i)#61;#92;mathit#123;constant#125;#92;equiv#92;kappa² under H#95;0. This is called the homokurtosis (constant conditional fourth moment) assumption. Homokurtosis always holds when u is independent of #92;mathbf#123;x#125;, but there are conditional distributions for which #92;mathrm#123;E#125;(u#92;mid#92;mathbf#123;x#125;)#61;0 and #92;mathrm#123;Var#125;(u#92;mid#92;mathbf#123;x#125;)#61;#92;sigma² but #92;mathrm#123;E#125;(u⁴#92;mid#92;mathbf#123;x#125;)#61;0 depends on #92;mathbf#123;x#125;.
Use homokurtosis when its meaning, tone and grammar fit the full sentence. A synonym is not always a direct replacement.
Homokurtosis means (statistics) The property of a series of random variables of every variable having the same finite kurtosis.
The closest synonym depends on the sentence and intended sense.
Possible antonyms include heterokurtosis.
In terms of the original error u#95;i, this assumption implies that #92;mathrm#123;E#125;(u#95;i⁴#92;mid#92;mathbf#123;x#125;#95;i)#61;#92;mathit#123;constant#125;#92;equiv#92;kappa² under H#95;0. This is called the homokurtosis (constant conditional fourth moment) assumption. Homokurtosis always holds when u is independent of #92;mathbf#123;x#125;, but there are conditional distributions for which #92;mathrm#123;E#125;(u#92;mid#92;mathbf#123;x#125;)#61;0 and #92;mathrm#123;Var#125;(u#92;mid#92;mathbf#123;x#125;)#61;#92;sigma² but #92;mathrm#123;E#125;(u⁴#92;mid#92;mathbf#123;x#125;)#61;0 depends on #92;mathbf#123;x#125;.
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