excess kurtosis
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English[edit]
Noun[edit]
excess kurtosis (plural excess kurtoses)
- (statistics) Kurtosis minus 3; the difference between the kurtosis of a given distribution and the kurtosis of a normal distribution.
Usage notes[edit]
- Many sources refer to excess kurtosis simply as kurtosis. This usage is convenient but ambiguous; where clarity is essential, the term excess kurtosis is more precise.