„kurtosis“ kelimesinin çevirisi İngilizce » Almanca sözlüğünde

kurtosis ISIM

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kurtosis (statistics) MATEMATIK

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İngilizce

The kurtosis is here defined to be the standardised fourth moment around the mean.

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Unfortunately, the notation for kurtosis has not been standardized.

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Then the only free parameter is "m", which controls the fourth moment (and cumulant) and hence the kurtosis.

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Historically, the third and fourth standardized moments (skewness and kurtosis) were some of the earliest tests for normality.

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Ignoring kurtosis risk will cause any model to understate the risk of variables with high kurtosis.

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The goal of projection pursuit is to maximize the kurtosis, and make the extracted signal as non-normality as possible.

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For non-normal samples, the variance of the variance depends on the kurtosis; for details, please see variance.

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The kurtosis can be positive without limit, but must be greater than or equal to; equality only holds for binary distributions.

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It is a combination of kurtosis risk and skewness risk: overall returns are dominated by extreme events (kurtosis), which are to the downside (skew).

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A mixture of two approximately equal mass normal distributions have a negative kurtosis since the two modes on either side of the center of mass effectively flatten out the distribution.

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