enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  2. Kurtosis - Wikipedia

    en.wikipedia.org/wiki/Kurtosis

    Excess kurtosis, typically compared to a value of 0, characterizes the “tailedness” of a distribution. A univariate normal distribution has an excess kurtosis of 0. Negative excess kurtosis indicates a platykurtic distribution, which doesn’t necessarily have a flat top but produces fewer or less extreme outliers than the normal distribution.

  3. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    The normal distribution, also called the Gaussian or the bell curve. It is ubiquitous in nature and statistics due to the central limit theorem: every variable that can be modelled as a sum of many small independent, identically distributed variables with finite mean and variance is approximately normal. The normal-exponential-gamma distribution

  4. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    The simplest case of a normal distribution is known as the standard normal distribution or unit normal distribution. This is a special case when μ = 0 {\textstyle \mu =0} and σ 2 = 1 {\textstyle \sigma ^{2}=1} , and it is described by this probability density function (or density): φ ( z ) = e − z 2 2 2 π . {\displaystyle \varphi (z ...

  5. Normal probability plot - Wikipedia

    en.wikipedia.org/wiki/Normal_probability_plot

    The normal probability plot is a graphical technique to identify substantive departures from normality. This includes identifying outliers, skewness, kurtosis, a need for transformations, and mixtures. Normal probability plots are made of raw data, residuals from model fits, and estimated parameters. A normal probability plot

  6. Student's t-distribution - Wikipedia

    en.wikipedia.org/wiki/Student's_t-distribution

    2.2.3 Compound distribution of normal with inverse gamma distribution. ... Excess kurtosis ... Z is a standard normal with expected value 0 and variance 1;

  7. Jarque–Bera test - Wikipedia

    en.wikipedia.org/wiki/Jarque–Bera_test

    The null hypothesis is a joint hypothesis of the skewness being zero and the excess kurtosis being zero. Samples from a normal distribution have an expected skewness of 0 and an expected excess kurtosis of 0 (which is the same as a kurtosis of 3). As the definition of JB shows, any deviation from this increases the JB statistic.

  8. Pearson distribution - Wikipedia

    en.wikipedia.org/wiki/Pearson_distribution

    The second is the traditional kurtosis, or fourth standardized moment: β 2 = γ 2 + 3. (Modern treatments define kurtosis γ 2 in terms of cumulants instead of moments, so that for a normal distribution we have γ 2 = 0 and β 2 = 3. Here we follow the historical precedent and use β 2.)

  9. Moment (mathematics) - Wikipedia

    en.wikipedia.org/wiki/Moment_(mathematics)

    The kurtosis can be positive without limit, but κ must be greater than or equal to γ 2 + 1; equality only holds for binary distributions. For unbounded skew distributions not too far from normal, κ tends to be somewhere in the area of γ 2 and 2 γ 2 .