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By the curtosis c (also kurtosis) of a distribution one defines the quotient of the fourth moment
about the mean E(X) and the fourth power of the standard deviation
It is large if the distribution has sizeable tails which extend much further from the mean E(x) than
. Since the normal distribution has c=3, it is sometimes c-3 that is called the curtosis.
Rudolf K. Bock, 7 April 1998