Kurtosis Definition In Statistics. In other words kurtosis identifies whether the tails of a given distribution contain extreme values. How to classify the kurtosis of distributions mesokurtic.
In probability theory and statistics kurtosis from greek. Kurtosis is an important descriptive statistic of data distribution. Kurtosis is typically measured with respect to the normal distribution.
Excess kurt for the normal distribution is 0 i e.
Kurtosis is a statistical measure used to describe the distribution of observed data around the mean. Data sets with low kurtosis tend to have light tails or lack of outliers. The degree of tailedness of a distribution is measured by kurtosis. κυρτός kyrtos or kurtos meaning curved arching is a measure of the tailedness of the probability distribution of a real valued random variable like skewness kurtosis describes the shape of a probability distribution and there are different ways of quantifying it for a theoretical distribution and corresponding ways of.
