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单词 kurtosis
释义 kurtosis

A measure of how ‘humped’ a frequency distribution is, compared to a normal distribution with the same mean and variance. The kurtosis of a variable x with mean μ can be measured by K = E(x - μ)4 /[E(x - μ)2 ]2 ; for a normal distribution K = 3. A distribution with K > 3 is slim and long-tailed, with more weight in its centre and extremes and less at medium distances from the mean than a normal distribution. A distribution with K < 3 is fat and short-tailed, with less weight in its centre and extremes and more at medium distances from the mean than a normal distribution.

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更新时间:2025/4/10 21:28:07