Kurtosis

In probability theory and statistics, kurtosis (from the Greek word κυρτός, kyrtos or kurtos, meaning bulging) is a measure of the "peakedness" of the probability distribution of a real-valued random variable. Higher kurtosis means more of the variance is the result of infrequent extreme deviations, as opposed to frequent modestly sized deviations. (Wikipedia)

See Also

Delta


Created by admin. Last Modification: Saturday 15 of May, 2010 03:49:49 MDT by admin. (Version 1)
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