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coefficient of kurtosis

См. также в других словарях:

  • Coefficient d'aplatissement — Kurtosis En théorie des probabilités et en statistiques, le kurtosis (mot d origine grec ), plus souvent traduit par coefficient d aplatissement, ou coefficient d aplatissement de Pearson, correspond à une mesure de l aplatissement, ou a… …   Wikipédia en Français

  • Kurtosis — En théorie des probabilités et en statistiques, le kurtosis (mot d origine grecque), plus souvent traduit par coefficient d aplatissement, ou coefficient d aplatissement de Pearson, correspond à une mesure de l aplatissement, ou a contrario de la …   Wikipédia en Français

  • 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

  • Coefficient of variation — In probability theory and statistics, the coefficient of variation (CV) is a normalized measure of dispersion of a probability distribution. It is also known as unitized risk or the variation coefficient. The absolute value of the CV is sometimes …   Wikipedia

  • Excess Kurtosis — A statistical term describing that a probability, or return distribution, has a kurtosis coefficient that is larger then the coefficient associated with a normal distribution, which is around 3. This will signal that the probability of obtaining… …   Investment dictionary

  • Phi coefficient — In statistics, the phi coefficient (also referred to as the mean square contingency coefficient and denoted by φ or rφ) is a measure of association for two binary variables introduced by Karl Pearson[1]. This measure is similar to the Pearson… …   Wikipedia

  • Skewness — Example of experimental data with non zero (positive) skewness (gravitropic response of wheat coleoptiles, 1,790) In probability theory and statistics, skewness is a measure of the asymmetry of the probability distribution of a real valued random …   Wikipedia

  • Mesokurtic — A term used in a statistical context where the kurtosis of a distribution is similar, or identical, to the kurtosis of a normally distributed data set. Kurtosis is a measure of a distribution’s peak, which means how much of the distribution …   Investment dictionary

  • Moment (mathematics) — Second moment redirects here. For the technique in probability theory, see Second moment method. See also: Moment (physics) Increasing each of the first four moments in turn while keeping the others constant, for a discrete uniform distribution… …   Wikipedia

  • Summary statistic — Box plot of the Michelson–Morley experiment, showing several summary statistics. In descriptive statistics, summary statistics are used to summarize a set of observations, in order to communicate the largest amount as simply as possible.… …   Wikipedia

  • Loi log-logistique — Log logistique Densité de probabilité / Fonction de masse Pour α = 1 et β en légende F …   Wikipédia en Français

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