kurtosis

kurtosis Definition

kur·to·sis (kər tō′sis)

noun

the degree of peakedness of the graph of a statistical distribution, indicative of the concentration around the mean

Etymology: < Gr kyrtōsis, a bulging, convexity < kyrtos, curved: for IE base see curve

kurtosis Usage Examples

Preposition: of

Converse of object

fit: Figure 8 shows fits of gaussian with skewness and kurtosis fitted over 3-4 units.

Adjective modifier

high: These were the runs trying to achieve high kurtosis in the stock market returns, and getting high autocorrelations in the absolute stock returns.

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