Kurtosis
Definition & Meaning
Pronunciation /kəˈtəʊ.sɪs/ · Part of speech noun
Quick meaning: Kurtosis is a noun meaning (statistics) Excess kurtosis: the difference between a given distribution's kurtosis and the kurtosis of a normal distribution.
Meaning
(statistics) Excess kurtosis: the difference between a given distribution's kurtosis and the kurtosis of a normal distribution.
More Meanings
- (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.
Word Forms
- kurtoses
- kurtosises
Related Words
Related dictionary entries include homokurtosis, mesokurtosis, heterokurtosis, fat tail, tailedness, curvature.
Related Dictionary Tools
Sources & Attribution
FreeDictionaryAPI.com / Wiktionary · Original source · CC BY-SA 4.0
Dictionary data is provided by FreeDictionaryAPI.com and sourced from Wiktionary under its stated license.