| 21. | Formulas related to the extensive property are more naturally expressed in terms of the excess kurtosis.
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| 22. | Mardia's kurtosis statistic is skewed and converges very slowly to the limiting normal distribution.
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| 23. | In a subsequent paper Pearson reported that for any distribution skewness 2 + 1 < kurtosis.
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| 24. | Ignoring kurtosis risk will cause any model to understate the risk of variables with high kurtosis.
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| 25. | Ignoring kurtosis risk will cause any model to understate the risk of variables with high kurtosis.
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| 26. | Mardia's multivariate skewness and kurtosis tests generalize the moment tests to the multivariate case.
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| 27. | :Indeed-- you can't reliably estimate the kurtosis from the box plot.
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| 28. | Distributions with zero excess kurtosis are called "'mesokurtic "', or mesokurtotic.
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| 29. | Notice that the degrees of freedom is sometimes known as the " kurtosis parameter ".
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| 30. | The excess kurtosis may be either known beforehand for certain distributions, or estimated from the data.
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