kurtosis

noun

Meaning

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.
Excess kurtosis: the difference between a given distribution's kurtosis and the kurtosis of a normal distribution.

Etymology / origin

No prose etymology has been added yet.

No ancestor words have been linked yet.

Related words

homokurtosis(English)excess kurtosis(English)mesokurtosis(English)heterokurtosis(English)fat tail(English)cauchy distribution(English)tukey lambda distribution(English)chi-square distribution(English)outliers(English)normality(English)variance(English)estimator(English)

Descendant words

No descendant words have been linked yet.

Sources

DictionaryAPI.dev English dictionary data

kurtosis — meaning and etymology | WikiWord