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kurtosis |
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kurtosis [kəˈtəʊsɪs] n (Mathematics & Measurements / 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]
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