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kurtosis
kur·to·sis K0116700 (kər-tō′sĭs)n. pl. kur·to·ses (-sēz′) A quantity indicating how sharply a probability distribution function increases and decreases around the distribution's mean.
[Greek kurtōsis, bulging, curvature, from kurtoun, to make bulge, from kurtos, convex; see sker- in Indo-European roots.]kurtosis (kəˈtəʊsɪs) n (Statistics) statistics a measure of the concentration of a distribution around its mean, esp the statistic B2 = m4/m22 where m2 and m4 are respectively the second and fourth moment of the distribution around the mean. In a normal distribution B2 = 3. See also platykurtic, mesokurtic, leptokurtic Compare skewness[from Greek: curvature, from kurtos arched]kur•to•sis (kɜrˈtoʊ sɪs)
n. a measure of a curve describing the statistical frequency distribution in the region about its mode. [1900–05; < Greek kýrtōsis convexity] Translationskurtosis
kurtosis[kər′tō·səs] (statistics) The extent to which a frequency distribution is concentrated about the mean or peaked; it is sometimes defined as the ratio of the fourth moment of the distribution to the square of the second moment. kurtosis see MEASURES OF DISPERSION.kurtosis
kurtosis [ker-to´sis] the degree of peakedness or flatness of a probability distribution, relative to the normal distribution with the same variance. See illustration. Kurtosis. From Dorland's, 2000.kur·to·sis (kŭr-tō'sis), The extent to which a unimodal distribution is peaked. [G., an arching] Kurtosis
KurtosisMeasures the fatness of the tails of a probability distribution. A fat-tailed distribution has higher-than-normal chances of a big positive or negative realization. Kurtosis should not be confused with skewness, which measures the fatness of one tail. Kurtosis is sometimes referred to as the volatility of volatility.AcronymsSeeRKU |