Kurtosis (English)
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Definition (undergraduate level)
For a given frequency function, the kurtosis is a measure of how sharply the function peaks around its mode.
The coefficient of kurtosis is a quantitative measure of the kurtosis; it is γ2 = [(μ4)/(μ2 2 )] − 3 , where μi is the ith moment of the function about its mean.
The coefficient of kurtosis is a quantitative measure of the kurtosis; it is γ2 = [(μ4)/(μ2 2 )] − 3 , where μi is the ith moment of the function about its mean.
Relations
- broader:
- (en) Property of function or process
- referenced:
- (en) Leptokurtic
- (en) Mesokurtic
- (en) Platykurtic
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