Definition:Kurtosis/Incorrect Definition
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Definition
The kurtosis of a random variable is often seen described as a measure of how steep the peak is at the mean or the mode.
However, this is incorrect.
It is more accurate to describe it as a measure of how heavy or fat the tails are.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): kurtosis
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): kurtosis