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kurtosis |
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kurtosis [kər′tō·səs]
(statistics) The extent to which a frequency distribution is concentrated about the mean or peaked; it is sometimes defined as the ratio of the fourth moment of the distribution to the square of the second moment. Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content. |
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No references found | The Kurtosis and Skewness statistics indicate that index returns series are leptokurtic and have an asymmetric distribution that rejects significantly the null hypothesis of normality for all the index returns series. The results indicate excess skewness and kurtosis in the price series, departure from normality for the spot prices, while all the variable in the first difference stationary, all having a unit root on their log-levels presentation. Kurtosion® Patent Issued Vibration Research Corporation (VRC) has announced that US Patent 7,426,426, "System and Method for Simultaneously Controlling Spectrum and Kurtosis of a Random Vibration," has been issued to Philip D. |
kurtosis |
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