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excess-kurtosis

  1. Nicole Seaman

    YouTube T2-7 Kurtosis of a probability distribution

    Kurtosis is the standardized fourth central moment and is a measure of tail density; e.g., heavy or fat-tails. Heavy-tailedness also tends to correspond to high peakedness. Excess kurtosis (aka, leptokurtosis) is given by (kurtosis-3). We subtract three because the normal distribution has...
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