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27 cze 2022 · Kurtosis is a measure of the tailedness of a distribution. Tailedness is how often outliers occur. Excess kurtosis is the tailedness of a distribution relative to a normal distribution. Distributions with medium kurtosis (medium tails) are mesokurtic. Distributions with low kurtosis (thin tails) are platykurtic.
In probability theory and statistics, kurtosis (from Greek: κυρτός, kyrtos or kurtos, meaning "curved, arching") refers to the degree of “tailedness” in the probability distribution of a real-valued random variable. Similar to skewness, kurtosis provides insight into specific characteristics of a distribution.
31 lip 2023 · Positive excess values of kurtosis (> 3) indicate that distribution is peaked and possesses thick tails. Leptokurtic distributions have positive kurtosis values. A leptokurtic distribution has a higher peak (thin bell) and taller (i.e., fatter and heavy) tails than a normal distribution.
8 lut 2022 · Kurtosis is a statistic that measures the extent to which a distribution contains outliers. It assesses the propensity of a distribution to have extreme values within its tails. There are three kinds of kurtosis: leptokurtic, platykurtic, and mesokurtic.
A distribution with a positive kurtosis value indicates that the distribution has heavier tails than the normal distribution. For example, data that follow a t distribution have a positive kurtosis value.
6 gru 2023 · Skewness hints at data tilt, whether leaning left or right, revealing its asymmetry (if any). Positive skew means a tail stretching right, while negative skew veers in the opposite direction. Kurtosis is all about peaks and tails. High kurtosis sharpens peaks and weighs down the tails, while low kurtosis spreads data, lightening the tails.
18 wrz 2023 · By quantifying asymmetry and the propensity for extreme values, they serve as invaluable tools for researchers, analysts, and statisticians in various fields. Unravel the secrets of data distributions with skewness and kurtosis. A concise guide to understanding data asymmetry and tail behaviors.