| kurtosis |
Like skewness, kurtosis has a specific mathematical definition, but generally it refers to how scores are concentrated in the center of the distribution, the upper and lower tails (ends), and the shoulders (between the center and tails) of a distribution.
출처: bobhall.tamu.edu/FiniteMath/Module8/Introduction.h...
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| kurtosis |
There are four moments to a probability distribution: the mean, standard deviation, skewness and kurtosis. Kurtosis measures the shape of a distribution: how returns are ranged around the mean. A normal distribution has a kurtosis of 3. If the kurtosis is higher than normal, the distribution is said to be leptokurtic, with a sharper peak than the normal distribution. If the return distribution is flatter, the kurtosis is lower than the normal distribution and is said to be platykurtic. ...
출처: www.advisor.ca/product/canHedge/article.jsp
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