Measures Of Kurtosis In Statistics. Skewness tells you the amount and direction of skew departure from horizontal symmetry and kurtosis tells you how tall and sharp the central peak is. A high kurtosis distribution has a sharper peak and longer fatter tails while a low kurtosis distribution has a more rounded pean and shorter thinner tails.
Kurtosis is a measure of whether the data are heavy tailed or light tailed relative to a normal distribution. The degree of tailedness of a distribution is measured by kurtosis. κυρτός kyrtos or kurtos meaning curved arching is a measure of the tailedness of the probability distribution of a real valued random variable like skewness kurtosis describes the shape of a probability distribution and there are different ways of quantifying it for a theoretical distribution and corresponding ways of.
κυρτός kyrtos or kurtos meaning curved arching is a measure of the tailedness of the probability distribution of a real valued random variable like skewness kurtosis describes the shape of a probability distribution and there are different ways of quantifying it for a theoretical distribution and corresponding ways of.
The greater the kurtosis the higher the probability of getting extreme values. Three different types of curves courtesy of investopedia are shown as follows. Data sets with low kurtosis tend to have light tails or lack of outliers. In probability theory and statistics kurtosis from greek.
