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Hi David,

I know this may seem like an insignificant point, but I have read different things about peakedness and the student t distribution that do not seem to mesh.

We all know that there is excess kurtosis in a students t and that excess kurtosis approaches zero as the fd aproaches infinity.

I have read that the t distribution with 1 df is both flatter and has fatter tails that a normal distribution. I have also read that as the df increases, the students t becomes more peaked and the excess kurtosis approaches zero. What does not make sense is that in other readings, the kurtosis is almost defined by the "peakedness" of the distribution.

Long story short is that as df increases, the excess kurtosis decreases. How can it also be true that it becomes more peaked as this happens? It seems like more kurtosis=more peaked but this does not seem to be the case.

Thanks,

Mike

I know this may seem like an insignificant point, but I have read different things about peakedness and the student t distribution that do not seem to mesh.

We all know that there is excess kurtosis in a students t and that excess kurtosis approaches zero as the fd aproaches infinity.

I have read that the t distribution with 1 df is both flatter and has fatter tails that a normal distribution. I have also read that as the df increases, the students t becomes more peaked and the excess kurtosis approaches zero. What does not make sense is that in other readings, the kurtosis is almost defined by the "peakedness" of the distribution.

Long story short is that as df increases, the excess kurtosis decreases. How can it also be true that it becomes more peaked as this happens? It seems like more kurtosis=more peaked but this does not seem to be the case.

Thanks,

Mike

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