excess kurtosis

English

Noun

excess kurtosis (plural excess kurtoses)

  1. (statistics) Kurtosis minus 3; the difference between the kurtosis of a given distribution and the kurtosis of a normal distribution.

Usage notes

  • 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.
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