Kurtosis

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Related to Platykurtic distribution: Mesokurtic, leptokurtic, Leptokurtic distribution

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 ?
For the platykurtic distribution for n = 30, the modified Z- variance and the O'Brien tests were the best.
A platykurtic distribution is often the result of two normal distributions with similar variances but different means, as often occurs with a bimodal distribution.
The exceptions, where fits were best for the Gaussian or a more platykurtic distribution (parameter c [greater than] 2 in Eq.