English Explanatory Dictionary

kurtosis

English dictionary entry

Meanings

noun
  1. 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.
  2. Excess kurtosis: the difference between a given distribution's kurtosis and the kurtosis of a normal distribution.

Pronunciation

kər-tō′sĭs /kəˈtəʊ.sɪs/ /ˌkɜːˈtəʊ.sɪs/ /kɚˈtoʊ.sɪs/ /ˌkɝˈtoʊ.sɪs/ /kəˈtəʉ.sɪs/ /kəˈtɐʉ.sɪs/ /ˌkɜːˈtəʉ.sɪs/ /ˌkɜːˈtɐʉ.sɪs/

Word forms

kurtosis kurtoses kurtosises

Etymology

Coined by English mathematician, biometrician, and eugenicist Karl Pearson c. 1895 (published 1899 in "On certain Properties of the Hypergeometrical Series, and so on the fitting of such series to Observation Polygons in the Theory of Chance", Phil. Mag.). From Ancient Greek κύρτωσις (kúrtōsis, “a bulging, convexity”), from κυρτός (kurtós, “bulging, convex”).

Derived words

excess kurtosis heterokurtosis homokurtosis leptokurtic leptokurtosis mesokurtic mesokurtosis platykurtic platykurtosis
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