Définition Kurtosis

The deviation of the course of a distribution from the course of a normal distribution is called kurtosis (curvature). It indicates the sharpness or peakedness of a curve.

A distinction is made between distributions with

- positive excess kurtosis (tapered curve): platykurtic distributions
- negative excess kurtosis (shallow curve): leptokurtic distributions

 

The kurtosis is one of the central moments of a distribution by means of which the curve is defined. A kurtosis with value 0 is mesokurtic, a kurtosis with a value greater than 0 is leptokurtic and a kurtosis with a value less than 0 is platykurtic.

Note: Often, the terms excess and kurtosis are used interchangeably, when in fact the excess refers to the kurtosis coefficient. 

Les définitions de notre encyclopédie sont des explications simplifiées de termes. Notre but est de rendre ces définitions compréhensibles pour un large public. Par conséquent, il est possible que certaines d’entre elles ne soient pas entièrement à la hauteur des standards scientifiques.

Terme commençant par K
  • Kurtosis