Kurtosis

Leotokurtic: kurtosis>3

Mesokurtic: kurtosis=3

Platyk: kurtosis<3

From wiki: http://en.wikipedia.org/wiki/Kurtosis

  • D: Laplace distribution, also known as the double exponential distribution, red curve (two straight lines in the log-scale plot), excess kurtosis = 3
  • U: uniform distribution, magenta curve (shown for clarity as a rectangle in both images), excess kurtosis = −1.2.

 

Image

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About cgao

Cambridge, MA
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