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Traductions de „kurtosis“ dans le dictionnaire anglais » allemand (Aller à allemand » anglais)

kurtosis SUBST

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kurtosis (statistics) MATH

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The kurtosis is here defined to be the standardised fourth moment around the mean. en.wikipedia.org

Unfortunately, the notation for kurtosis has not been standardized. en.wikipedia.org

Then the only free parameter is "m", which controls the fourth moment (and cumulant) and hence the kurtosis. en.wikipedia.org

Historically, the third and fourth standardized moments (skewness and kurtosis) were some of the earliest tests for normality. en.wikipedia.org

Ignoring kurtosis risk will cause any model to understate the risk of variables with high kurtosis. en.wikipedia.org

The goal of projection pursuit is to maximize the kurtosis, and make the extracted signal as non-normality as possible. en.wikipedia.org

For non-normal samples, the variance of the variance depends on the kurtosis; for details, please see variance. en.wikipedia.org

The kurtosis can be positive without limit, but must be greater than or equal to; equality only holds for binary distributions. en.wikipedia.org

It is a combination of kurtosis risk and skewness risk: overall returns are dominated by extreme events (kurtosis), which are to the downside (skew). en.wikipedia.org

A mixture of two approximately equal mass normal distributions have a negative kurtosis since the two modes on either side of the center of mass effectively flatten out the distribution. en.wikipedia.org

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