excess kurtosis — Kurtosis measures the fatness of the tails of a distribution. Positive excess kurtosis means that distribution has fatter tails than a normal distribution. Fat tails means there is a higher than normal probability of big positive and negative… … Financial and business terms
Kurtosis — In probability theory and statistics, kurtosis (from the Greek word κυρτός, kyrtos or kurtos, meaning bulging) is any measure of the peakedness of the probability distribution of a real valued random variable.[1] In a similar way to the concept… … Wikipedia
kurtosis — noun A measure of peakedness of a probability distribution, defined as the fourth cumulant divided by the square of the variance of the probability distribution. See Also: leptokurtosis, mesokurtosis, platykurtosis, excess kurtosis, mesokurtic,… … Wiktionary
Kurtosis — En théorie des probabilités et en statistiques, le kurtosis (mot d origine grecque), plus souvent traduit par coefficient d aplatissement, ou coefficient d aplatissement de Pearson, correspond à une mesure de l aplatissement, ou a contrario de la … Wikipédia en Français
Mean squared error — In statistics, the mean squared error (MSE) of an estimator is one of many ways to quantify the difference between values implied by a kernel density estimator and the true values of the quantity being estimated. MSE is a risk function,… … Wikipedia
Jarque-Bera test — In statistics, the Jarque Bera test is a goodness of fit measure of departure from normality, based on the sample kurtosis and skewness. The test statistic JB is defined as :mathit{JB} = frac{n}{6} left( S^2 + frac{(K 3)^2}{4} ight),where n is… … Wikipedia
Weibull distribution — Probability distribution name =Weibull (2 Parameter) type =density pdf cdf parameters =lambda>0, scale (real) k>0, shape (real) support =x in [0; +infty), pdf =f(x)=egin{cases}frac{k}{lambda}left(frac{x}{lambda} ight)^{k 1}e^{ (x/lambda)^{k… … Wikipedia
Pearson distribution — The Pearson distribution is a family of continuous probability distributions. It was first published by Karl Pearson in 1895 and subsequently extended by him in 1901 and 1916 in a series of articles on biostatistics. History The Pearson system… … Wikipedia
Log-logistic distribution — Probability distribution name =Log logistic type =density pdf cdf parameters =alpha>0 scale eta> 0 shape support =xin [0,infty) pdf = frac{ (eta/alpha)(x/alpha)^{eta 1} } { left [ 1+(x/alpha)^{eta} ight] ^2 } cdf ={ 1 over 1+(x/alpha)^{ eta} … Wikipedia
NumXL — Developer(s) Spider Financial Corp … Wikipedia
