Like skewness, kurtosis describes a particular aspect of a probability distribution. There are different ways to quantify kurtosis for a theoretical...

α → 0 excess kurtosis = lim β → 0 excess kurtosis = lim μ → 0 excess kurtosis = lim μ → 1 excess kurtosis = ∞ lim α → ∞ excess kurtosis = 6 β ,   lim...

the average than is expected for a normal distribution. Kurtosis risk applies to any kurtosis-related quantitative model that assumes the normal distribution...

distribution is 3σ4. The kurtosis κ is defined to be the standardized fourth central moment. (Equivalently, as in the next section, excess kurtosis is the fourth...

3.5.11. Measures of Skewness and Kurtosis". NIST. Retrieved 18 March 2012. "Measures of Shape: Skewness and Kurtosis", 2008–2016 by Stan Brown, Oak Road...

and the excess kurtosis being zero. Samples from a normal distribution have an expected skewness of 0 and an expected excess kurtosis of 0 (which is the...

deviation a measure of the shape of the distribution like skewness or kurtosis if more than one variable is measured, a measure of statistical dependence...

distributions of the skewness and kurtosis can themselves be analysed in terms of their means μ1, variances μ2, skewnesses γ1, and kurtosis γ2. This has been done...

analogous to standard deviation, skewness and kurtosis, termed the L-scale, L-skewness and L-kurtosis respectively (the L-mean is identical to the conventional...

Jarque–Bera test is itself derived from skewness and kurtosis estimates. Mardia's multivariate skewness and kurtosis tests generalize the moment tests to the multivariate...