Last Updated
：2025/12/05
excess kurtosis
Noun
Japanese Meaning
過剰尖度: 与えられた分布の尖度から3を引いた値。これは、正規分布の尖度（通常3と定義される）との差を示す統計学用語であり、分布が正規分布に比べて尖っているか平らかを評価する際に用いられる。
（ plural ）
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(statistics) Kurtosis minus 3; the difference between the kurtosis of a given distribution and the kurtosis of a normal distribution.
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excess kurtosis
In assessing the distribution of returns, researchers noted that the excess kurtosis of the sample indicated a heightened risk of extreme losses.
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In assessing the distribution of returns, researchers noted that the excess kurtosis of the sample indicated a heightened risk of extreme losses.
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