Kurtosis Meaning. Definition of kurtosis. When a set of approximately normal data is graphed via a histogram it shows a.
It is used to determine whether a distribution contains extreme values. Kurtosis is a statistical measure that defines how heavily the tails of a distribution differ from the tails of a normal distribution. For a sample of n values a method of moments estimator of the population excess kurtosis can be defined as where m 4 is the fourth sample moment about the mean m 2 is the second sample moment about the mean that is the sample variance x i is the i th value and is the sample mean.
The kurtosis of a distribution is in one of three categories of classification.
The kurtosis of a distribution is in one of three categories of classification. The kurtosis of a distribution is in one of three categories of classification. Sample kurtosis definitions a natural but biased estimator. The peakedness or flatness of the graph of a frequency distribution especially with respect to the concentration of values near the mean as compared with the normal distribution first known use of kurtosis 1905 in the meaning defined above.
