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leptokurtic
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leptokurtic
leptokurtic, a. Statistics. (lɛptəʊˈkɜːtɪk) [f. lepto- + Gr. κυρτ-ός bulging + -ic.] Of a frequency distribution or its graphical representation: having greater kurtosis than the normal distribution.1905 K. Pearson in Biometrika IV. 173 Given two frequency distributions which have the same variabili...
Oxford English Dictionary
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platykurtic
platykurtic, a. Statistics. (plætɪˈkɜːtɪk) [f. platy- + Gr. κυρτ-ός bulging + -ic.] Of a frequency distribution or its graphical representation: having less kurtosis than the normal distribution.1905 [see leptokurtic a.]. 1937 Yule & Kendall Introd. Theory Statistics (ed. 11) ix. 165 Platykurtic cur...
Oxford English Dictionary
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Hyperbolic secant distribution
However, the hyperbolic secant distribution is leptokurtic; that is, it has a more acute peak near its mean, and heavier tails, compared with the standard
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Przekop Wisły
Geology
The deposition of the sediments on the canal's surface is progressing at a fast pace and its surface is mostly made up of coarse sands with leptokurtic
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kurtosis
kurtosis Statistics. (kɜːˈtəʊsɪs) [mod.L., f. Gr. κύρτωσις a bulging, convexity, f. κυρτός bulging, convex.] A shape characteristic of a frequency distribution that reflects the sharpness of the peak (for a unimodal distribution) and the shortness of the tails, and is generally measured by the quant...
Oxford English Dictionary
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Fat-tailed distribution
The probability density function for logarithm of weekly record sales changes is highly leptokurtic and characterized by a narrower and larger maximum,
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Skewed generalized t distribution
As and get smaller, the kurtosis increases (i.e. becomes more leptokurtic). Large values of and yield a distribution that is more platykurtic.
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Generalized additive model for location, scale and shape
GAMLSS is especially suited for modelling a leptokurtic or platykurtic and/or positively or negatively skewed response variable.
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تفرطح
، تفرطح رفيع (Leptokurtic): المميز للتوزيعات الاحتمالية التي تكون قمة منخناها رفيعة.
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峰度
如果超值峰度为正,称为高狭峰(leptokurtic)。如果超值峰度为负,称为低阔峰(platykurtic)。
样本峰度
对于具有个值的样本,样本峰度为:
其中是四阶样本中心矩,是二阶中心矩(即使样本方差),是第个值,是样本平均值。注意此处计算方差的时候除数是,而不是单独计算样本方差的。
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Generalized normal distribution
way to parametrize a continuum of symmetric, platykurtic densities spanning from the normal () to the uniform density (), and a continuum of symmetric, leptokurtic
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稳定分布
特例
的形式没有统一的方案,但是却存在三个特例:
对于,分布缩减为正态分布(方差为,均值为),稳定分布是高狭峰的(leptokurtic)和重尾分布。
对于和,分布缩减为柯西分布(尺度参数为,移位参数为)
对于和,分布缩减为雷维分布(尺度参数为,移位参数为)
以上三个分布其实是相互关联的。
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Geometric stable distribution
A geometric stable distribution or geo-stable distribution is a type of leptokurtic probability distribution.
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Heavy-tailed distribution
See also
Leptokurtic distribution
Generalized extreme value distribution
Generalized Pareto distribution
Outlier
Long tail
Power law
Seven states of randomness
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Phase-type distribution
So the representation of heavy-tailed or leptokurtic distribution by phase type is an approximation, even if the precision of the approximation can be
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