Presentation on kurtosis statistics

kurtosis statistics

1. Presented By: Rishi Ram Khanal BIM (TU) Presentation on Kurtosis 1

2. contents Definition of Kurtosis Types of Kurtosis Mesokurtic distribution Leptokurtic distribution Platykurtic distribution 2

3. kurtosis Kurtosis is a statistical measures, used to describe the distribution, or  skewness. It observed data around the mean, sometimes referred to as the volatility of volatility. Kurtosis is used generally in the statistical field to describes trends in charts. Kurtosis can be present in a chart with fat tails and a low, even distribution, as well as be present in a chart with skinny tails and a distribution concentrated toward the mean. 3

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5. Mesokurtic distribution The first category of kurtosis is a mesokurtic distribution. This type of kurtosis is the most similar to a standard normal distribution in that it also resembles a bell curve. However, a graph that is mesokurtic has fatter tails than a standard normal distribution and has a slightly lower peak. This type of kurtosis is considered normally distributed but is not a standard normal distribution. 5

6. Leptokurtic distribution The second category is a leptokurtic distribution. Any distribution that is leptokurtic displays greater kurtosis than a mesokurtic distribution. Characteristics of this type of distribution is one with extremely thick tails and a very thin and tall peak. The prefix of "lepto-" means "skinny," making the shape of a leptokurtic distribution easier to remember. T-distributions are leptokurtic. 6

7. Platykurtic distribution The final type of distribution is a platykurtic distribution. These type of distributions have slender tails and a peak that's smaller than a mesokurtic distribution. The prefix of "platy-" means "broad," and it is meant to describe a short and broad-looking peak.  Uniform distributions are platykurtic. 7

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