峰度系数>0,尖峰(that is, a higher probability than a normally distributed variable of values near the mean)、肥尾(that is, a higher probability than a normally distributed variable of extreme values)
峰度系数<0,低峰( a smaller “peak” around the mean)痩尾
国内课本上写的不对,不是直接导致尖峰扁平,而是导致肥尾痩尾。
肥尾一定尖峰吗? 不一定
尖峰=峰更高吗(more peaked?)不是,尖峰
Distributions with zero kurtosis are called mesokurtic, or mesokurtotic. 例子:正态分布,除了这个,其他分布很少
A distribution with positive kurtosis is called leptokurtic, or leptokurtotic.例子: Laplace distribution and the logistic distribution.
A distribution with negative kurtosis is called pla