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Excess Kurtosis
Excess kurtosis is:
$$\gamma_2=\frac{\mu_4}{\sigma^4}-3$$
Usage
- Used to compare tail behaviour with the normal distribution.
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Excess Kurtosis
Excess kurtosis is:
$$\gamma_2=\frac{\mu_4}{\sigma^4}-3$$
Usage
- Used to compare tail behaviour with the normal distribution.
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