measure of kurtosis
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Kurtosis — In probability theory and statistics, kurtosis (from the Greek word κυρτός, kyrtos or kurtos, meaning bulging) is any measure of the peakedness of the probability distribution of a real valued random variable.[1] In a similar way to the concept… … Wikipedia
Kurtosis — A statistical measure used to describe the distribution of observed data around the mean. It is sometimes referred to as the volatility of volatility. Used generally in the statistical field, kurtosis describes trends in charts. A high kurtosis… … Investment dictionary
kurtosis — noun A measure of peakedness of a probability distribution, defined as the fourth cumulant divided by the square of the variance of the probability distribution. See Also: leptokurtosis, mesokurtosis, platykurtosis, excess kurtosis, mesokurtic,… … Wiktionary
kurtosis — kur•to•sis [[t]kɜrˈtoʊ sɪs[/t]] n. sta a measure of a curve describing the statistical frequency distribution in the region about its mode • Etymology: 1900–05; < Gk kýrtōsis convexity … From formal English to slang
kurtosis — /kɜˈtoʊsəs/ (say ker tohsuhs) noun the shape, or a measure indicating the shape, of the curve of a frequency distribution graph near its mean. {Greek kyrtōsis convexity, curvature} …
Excess Kurtosis — A statistical term describing that a probability, or return distribution, has a kurtosis coefficient that is larger then the coefficient associated with a normal distribution, which is around 3. This will signal that the probability of obtaining… … Investment dictionary
Skewness — Example of experimental data with non zero (positive) skewness (gravitropic response of wheat coleoptiles, 1,790) In probability theory and statistics, skewness is a measure of the asymmetry of the probability distribution of a real valued random … Wikipedia
Moment (mathematics) — Second moment redirects here. For the technique in probability theory, see Second moment method. See also: Moment (physics) Increasing each of the first four moments in turn while keeping the others constant, for a discrete uniform distribution… … Wikipedia
Multivariate normal distribution — MVN redirects here. For the airport with that IATA code, see Mount Vernon Airport. Probability density function Many samples from a multivariate (bivariate) Gaussian distribution centered at (1,3) with a standard deviation of 3 in roughly the… … Wikipedia
Mesokurtic — A term used in a statistical context where the kurtosis of a distribution is similar, or identical, to the kurtosis of a normally distributed data set. Kurtosis is a measure of a distribution’s peak, which means how much of the distribution … Investment dictionary
Summary statistic — Box plot of the Michelson–Morley experiment, showing several summary statistics. In descriptive statistics, summary statistics are used to summarize a set of observations, in order to communicate the largest amount as simply as possible.… … Wikipedia
