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Kurtosis

Kurtosis (from Greek: κυρτός (kyrtos or kurtos), meaning 'curved, arching') refers to the degree of tailedness in the probability distribution of a real-valued, random variable in probability theory and statistics. Similar to skewness, kurtosis provides insight into specific characteristics of a distribution. Various methods exist for quantifying…

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Overview

Pearson moments

Excess kurtosis

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Kurtosis

Nodes95
Edges94
Triples98
Avg. degree1.98
Density0.021053
Components1

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Kurtosis

Top relations

related to Further reading · 18
Kurtosis → Alternative, Application, Bonett, Comparison, Finance Research Letters, Halbert, Kim, Metrika, On More Robust Estimation, P500 Index, S1544-6123, S2CID, Seier, Simulation, Skewness, Tae-Hwan, Two, White
related to Interpretation · 14
Kurtosis → As, Balanda, Instead, MacGillivray, Numerous, One, Other, Pearson, Specifically, Standardized, The, Therefore, This, Westfall
related to The Pearson type VII family · 13
Kurtosis → All, Consider, For, Gamma, IV, One, PDF, Pearson, Setting, The, Then, This, VII
related to External links · 7
Kurtosis → Calculator, Earliest, EMS Press, Encyclopedia, Excess, Mathematics, Online Software
related to Leptokurtic · 7
Kurtosis → Examples, Gaussian, Laplace, Poisson, Rayleigh, Student's, Such
has application · 5
Kurtosis → Bera, D'Agostino's K-squared, Jarque, Larger, The
related to Other well-known distributions · 5
Kurtosis → Each, Laplace, Several, The, Wigner
related to Pearson moments · 5
Kurtosis → Kurt, Other, Pearson, Several, The
related to Moors' interpretation · 4
Kurtosis → In, Let, Moors, Now
is a · 3
Kurtosis → fourth standardized moment, measure of the dispersion of X around the two values μ, useful measure of whether there is a problem with outliers in a data set

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Important terminology

distribution excess displaystyle sample normal distributions right skewness one mean moment left values probability variance frac data standard leptokurtic platykurtic

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Kurtosisis afourth standardized moment0.90text
Kurtosisis ameasure of the dispersion of X around the two values μ0.90text
Kurtosisis auseful measure of whether there is a problem with outliers in a data set0.90text
Kurtosishas applicationThe0.60section
Kurtosishas applicationLarger0.60section
Kurtosishas applicationD'Agostino's K-squared0.60section
Kurtosishas applicationJarque0.60section
Kurtosishas applicationBera0.60section
Kurtosisrelated to Excess kurtosisThe0.60section
Kurtosisrelated to Excess kurtosisThere0.60section
Kurtosisrelated to External linksExcess0.60section
Kurtosisrelated to External linksEncyclopedia0.60section

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