Kurtosis

(redirected from Curtosis)
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Related to Curtosis: skewness, leptokurtic

Kurtosis

Measures the fatness of the tails of a probability distribution. A fat-tailed distribution has higher-than-normal chances of a big positive or negative realization. Kurtosis should not be confused with skewness, which measures the fatness of one tail. Kurtosis is sometimes referred to as the volatility of volatility.
References in periodicals archive ?
La distribucion de las frecuencias puede considerarse normal dados los valores de asimetria y curtosis.