Kurtosis Rumus. Oleh karena itu kelebihan kurtosis ditemukan menggunakan rumus di bawah ini. For investors high kurtosis of the return distribution implies the investor will experience occasional extreme returns either positive or negative more extreme than the usual or three.
Hence the sometimes seen characterization of kurtosis as peakedness is incorrect. In the finance context the platykurtic distribution of the investment returns internal rate of return irr the internal rate of return irr is the discount rate that makes the net present value npv of a project zero. For investors high kurtosis of the return distribution implies the investor will experience occasional extreme returns either positive or negative more extreme than the usual or three.
Kurtosis dari distribusi normal sama dengan 3.
Oleh karena itu kelebihan kurtosis ditemukan menggunakan rumus di bawah ini. This number is related to the tails of the distribution not its peak. The standard measure of a distribution s kurtosis originating with karl pearson is a scaled version of the fourth moment of the distribution. In the finance context the platykurtic distribution of the investment returns internal rate of return irr the internal rate of return irr is the discount rate that makes the net present value npv of a project zero.