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normal kurtosis

См. также в других словарях:

  • Kurtosis risk — denotes that observations are spread in a wider fashion than the normal distribution entails. In other words, fewer observations cluster near the average and more observations populate the extremes either far above or far below the average… …   Wikipedia

  • Normal-inverse Gaussian distribution — Normal inverse Gaussian (NIG) parameters: μ location (real) α tail heavyness (real) β asymmetry parameter (real) δ scale parameter (real) support …   Wikipedia

  • Kurtosis — In probability theory and statistics, kurtosis (from the Greek word κυρτός, kyrtos or kurtos, meaning bulging) is any measure of the peakedness of the probability distribution of a real valued random variable.[1] In a similar way to the concept… …   Wikipedia

  • Normal distribution — This article is about the univariate normal distribution. For normally distributed vectors, see Multivariate normal distribution. Probability density function The red line is the standard normal distribution Cumulative distribution function …   Wikipedia

  • kurtosis — See fat tail. American Banker Glossary 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… …   Financial and business terms

  • kurtosis — The extent to which a unimodal distribution is peaked. [G., an arching] * * * kur·to·sis (kər toґsis) [Gr. “convexity”] the degree of peakedness or flatness of a probability distribution, relative to the normal distribution with the same …   Medical dictionary

  • Normal Distribution — A probability distribution that plots all of its values in a symmetrical fashion and most of the results are situated around the probability s mean. Values are equally likely to plot either above or below the mean. Grouping takes place at values… …   Investment dictionary

  • kurtosis — noun Etymology: Greek kyrtōsis convexity, from kyrtos convex more at curve Date: 1905 the peakedness or flatness of the graph of a frequency distribution especially with respect to the concentration of values near the mean as compared with the… …   New Collegiate Dictionary

  • normal probability distribution — A probability distribution for a continuous random variable that forms a symmetrical bell shaped curve around the mean. This distribution has no skewness or excess kurtosis. Bloomberg Financial Dictionary …   Financial and business terms

  • excess kurtosis — Kurtosis measures the fatness of the tails of a distribution. Positive excess kurtosis means that distribution has fatter tails than a normal distribution. Fat tails means there is a higher than normal probability of big positive and negative… …   Financial and business terms

  • Multivariate normal distribution — MVN redirects here. For the airport with that IATA code, see Mount Vernon Airport. Probability density function Many samples from a multivariate (bivariate) Gaussian distribution centered at (1,3) with a standard deviation of 3 in roughly the… …   Wikipedia

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