kurtosis

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Related to Leptokurtic distribution: Mesokurtic, skewness, Excess kurtosis

kur·to·sis

(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.]

American Heritage® Dictionary of the English Language, Fifth Edition. Copyright © 2016 by Houghton Mifflin Harcourt Publishing Company. Published by Houghton Mifflin Harcourt Publishing Company. All rights reserved.

kurtosis

(kəˈtəʊsɪs)

(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]

Collins English Dictionary – Complete and Unabridged, 12th Edition 2014 © HarperCollins Publishers 1991, 1994, 1998, 2000, 2003, 2006, 2007, 2009, 2011, 2014

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]

Translations

koeficient špičatostišpičatost

huipukkuus

kurtosiscoefficient d'aplatissement

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References in periodicals archive ?

However, this method could not cover the leptokurtic distribution after a certain level of exercise prices.

The Implied Risk Neutral Density Dynamics: Evidence from the S&P TSX 60 Index

Besides, the kurtosis of Cu and Au is greater than that of the normal distribution (of which the kurtosis value is 3), which results in a leptokurtic distribution for Cu and Au.

Using EVT for Geological Anomaly Design and Its Application in Identifying Anomalies in Mining Areas

These values indicated a positive asymmetry for three negative items (2, 4 and 14), a negative asymmetry for one positive item (6), and a leptokurtic distribution in two items (2 and 6).

A Portuguese version of the student-teacher relationship scale--short form

The coefficient of kurtosis indicates positive leptokurtic distribution, i.e., higher than normal probability of having extreme values and close to the average.

Peanut mechanized digging regarding to plant population and soil water level/Arranquio mecanizado de amendoim associado a populacao de planta e ao teor de agua do solo

Extreme tail risks result from the leptokurtic distribution of financial market variables.

Extreme risks in financial markets and monetary policies of the euro-candidates

In summary, it seems that the Wheat return series is best described by an unconditional leptokurtic distribution and possesses significant conditional hetero skedasticity.

Stock, energy and currency effects on the asymmetric wheat market

The leptokurtic distribution is characterized by its higher height degree.

Hacinamiento estrategico, una enfermedad que erosiona la rentabilidad del sector: caso de la industria farmaceutica en Colombia

The modeled population is also still slightly platykurtic while the observed population is moving towards a leptokurtic distribution.

Modeling intraspecific competition and temporal variation in the distribution of juvenile body sizes of a wolf spider

The fact that there are very few extreme values, as well as the resemblance with the Gaussian distribution will lead to the conclusion that the resulted distribution will tend to agglomerate near its mean value (for a sufficiently long period of time the Law of Large Numbers (LLN) applies)--the phenomenon is graphically described in Fig.1--keeping the Gaussian shape, but altering the kurtosis parameter of a normal distribution, becoming, in fact, a normal shaped leptokurtic distribution.