kurtosis
English
Etymology
From Ancient Greek κύρτωσις (kúrtōsis, “bulging, convexity”), from κυρτός (kurtós, “bulging”).
Noun
kurtosis (countable and uncountable, plural kurtoses or kurtosises)
- (statistics) A measure of "heaviness of the tails" of a probability distribution, defined as the fourth cumulant divided by the square of the variance of the probability distribution.
Related terms
- leptokurtosis
- mesokurtosis
- platykurtosis
- excess kurtosis
- mesokurtic
- leptokurtic
- platykurtic
Translations
measure of "tail heaviness"
This article is issued from Wiktionary. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.