KURTOSIS

Etymology

Noun

kurtosis (countable and uncountable, plural kurtoses or kurtosises)

(statistics) A measure of "heaviness of the tails" of a probability distribution, defined as the fourth cumulant divided by the square of the variance of the probability distribution.

(statistics) Excess kurtosis: the difference between a given distribution's kurtosis and the kurtosis of a normal distribution.

Source: Wiktionary

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