Kurtosis


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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.
Copyright © 2012, Campbell R. Harvey. All Rights Reserved.
References in periodicals archive ?
Table-I gives information about mean, standard deviation, cronbach's alpha reliability, Skewness, Kurtosis and range of each used scale and subscales.
There are also several studies in the literature focusing of diffusion kurtosis imaging (DKI) of rectal adenocarcinoma.
where H([y.sub.i]) = - [Elogp.sub.yi]([y.sub.i]) and H(y) = - Elogy(y) are the entropies of the estimated audio source signals, E denoting the expectation operator and [p.sub.y] the density of the kurtosis of the estimated audio source signals that can be computed by the following formula:
retailers inflated the demand forecast significantly less (M = 3.13, SD = 28.92, skewness = .97, kurtosis = 8.40) for their partners than did Chinese retailers (M = 8.64, SD = 19.10, skewness = 1.03, kurtosis = 2.89, Z = - 5.336, p < .001, Cohen's d = .250).
In feature extraction module, the features like RMS value, Kurtosis Factor, Crest Factor and Skew factor are extracted from the vibration data acquired between the speeds of 3000 and 2700 RPM.
However, even without calculating the skew and kurtosis, one readily observes from Fig.
76352.55 36405.27 167229.7 CV 4.765 4.648 5.173 Skewness 6.857132 6.837667 7.492254 Kurtosis 51.88148 51.89042 59.61287 AHSD Mean 1910.721 2157.868 13318.6 Std.
Once the separation is achieved, a test of kurtosis can be carried out on the separated signal in order to make a decision on the presence of PU [10], [12].
22, 2018 (HealthDay News) -- A radiomics model based on kurtosis diffusion-weighted imaging reduces false positives in women with suspicious findings on mammography, according to a study published online Feb.