kurtosis

kurtosis
A measure of "peakedness" of a probability distribution, defined as the fourth cumulant divided by the square of the variance of the probability distribution.

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  • kurtosis — [kər tō′sis] n. [< Gr kyrtōsis, a bulging, convexity < kyrtos, curved: for IE base see CURVE] the degree of peakedness of the graph of a statistical distribution, indicative of the concentration around the mean …   English World dictionary

  • 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 — En théorie des probabilités et en statistiques, le kurtosis (mot d origine grecque), plus souvent traduit par coefficient d aplatissement, ou coefficient d aplatissement de Pearson, correspond à une mesure de l aplatissement, ou a contrario de la …   Wikipédia en Français

  • Kurtosis — Die Wölbung (auch Kurtosis oder Exzess) einer statistischen Verteilung X ist definiert als normierte Form des vierten zentralen Moments μ4(X). Sie beschreibt die „Spitzigkeit“ der Wahrscheinlichkeitsdichtefunktion. Die Wölbung gibt es in… …   Deutsch 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 — See fat tail. American Banker Glossary Measures 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… …   Financial and business terms

  • kurtosis — The extent to which a unimodal distribution is peaked. [G., an arching] * * * kur·to·sis (kər toґsis) [Gr. “convexity”] the degree of peakedness or flatness of a probability distribution, relative to the normal distribution with the same …   Medical dictionary

  • kurtosis — [kə: təʊsɪs] noun Statistics the sharpness of the peak of a frequency distribution curve. Origin early 20th cent.: from Gk kurtōsis bulge , from kurtos bulging, convex …   English new terms dictionary

  • kurtosis — n. Statistics the sharpness of the peak of a frequency distribution curve. Etymology: mod.L f. Gk kurtosis bulging f. kurtos convex …   Useful english dictionary

  • Kurtosis risk — denotes that observations are spread in a wider fashion than the normal distribution entails. In other words, fewer observations cluster near the average and more observations populate the extremes either far above or far below the average… …   Wikipedia

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