Kurtosis
The standardized fourth central moment is:
$$\beta_2=\frac{\mu_4}{\sigma^4}$$
Usage
- Used to measure tail heaviness and peakedness.
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CAT Formulas
Probability
Kurtosis
Kurtosis
The standardized fourth central moment is:
$$\beta_2=\frac{\mu_4}{\sigma^4}$$
Usage
- Used to measure tail heaviness and peakedness.
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