Kurtosis

The degree of peakedness of a distribution, also called the Excess or Excess Coefficient. Kurtosis isdenoted (or ) or and computed by taking the fourth Moment of a distribution. Adistribution with a high peak is called Leptokurtic, a flat-topped curve is calledPlatykurtic, and the normal distribution is called Mesokurtic. Let denote the thMoment . The Fisher Kurtosis is defined by

(1)

(2)

(3)

(4)

References

Abramowitz, M. and Stegun, C. A. (Eds.). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing. New York: Dover, p. 928, 1972.

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. ``Moments of a Distribution: Mean, Variance, Skewness, and So Forth.'' §14.1 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 604-609, 1992.

• Self-Conjugate Subgroup
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• Self-Homologous Point
• Self Number
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• Selfridge-Hurwitz Residue
• Selfridge's Conjecture
• Self-Similarity
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• Selmer Group
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