Definition:Kurtosis/Coefficient
< Definition:Kurtosis(Redirected from Definition:Coefficient of Kurtosis)
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Definition
Let $X$ be a random variable with mean $\mu$ and standard deviation $\sigma$.
The coefficient of kurtosis of $X$ is the coefficient:
- $\gamma_2 = \dfrac {\mu_4} { {\mu_2}^2} - 3$
where $\mu_i$ denotes the $i$th central moment of $X$.
Also see
- Results about kurtosis can be found here.
Linguistic Note
The word kurtosis derives from the Greek κυρτός (kyrtos or kurtos), meaning curved or arching.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): coefficient of kurtosis
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): kurtosis
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): coefficient of kurtosis
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): kurtosis