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Kurtosis: The extent to which the peak of the unimodal probability distribution or the frequency distribution departs from its shape of the normal distribution, by either being more pointed (like leptokurtic)or flatter ( like platykurtic). Commonly measured for a probability distribution as
where 4 is the fourth central moment of distribution, and 2 is its variance.
(consequent functions of sample moments are used for frequency distributions.)
For the normal distribution this index takes the value three and often index is redefined as the value above minus three so that the normal distribution would contain the value zero.
(Other distributions with the zero kurtosis are known as mesokurtic.) For the distribution which is leptokurtic the index is positive and for the platykurtic curves it is negative. It is shown in the figure
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The generalization of the normal distribution used for the characterization of functions. It is known as a Gaussian process because it has Gaussian distributed finite dimensional m
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Generally the final stage of an exploratory factor analysis in which factors derived initially are transformed to build their interpretation simpler. Generally the target of the pr
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This term is sometimes used for the analysis of data from the clinical trial in which treatments A and B are to be compared under the suppositions that the patients remain on their
Bayes factor : A summary of evidence for the modelM1 against the another modelM0 provided by the set of data D, which can be used in the model selection. Given by the ratio of post
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