释义 |
kurtosis Let m2 = E((X−μ)2) and m4 = E((X−μ)4), where μ = E(X), be the second and fourth moments about the mean. Then is the kurtosis of the distribution. For a normal distribution this has the value 3, which can be taken as a standard for comparison and hence a value of 3 is termed mesokurtic—from ‘meso' meaning ‘middle'. For values less than 3 the distribution is termed platykurtic, and for values greater than 3 it is leptokurtic.
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