Kurtosis measures: tradition, contradictions, alternatives

Name: Kurtosis measures: tradition, contradictions, alternatives
Brand: Vita e Pensiero
Availability: OnlineOnly

digital

Article

Magazine

STATISTICA & APPLICAZIONI

Section

Open Access

Title

Kurtosis measures: tradition, contradictions, alternatives

Author

Anna Maria Fiori

Publisher

Vita e Pensiero

Format

Article |

Pdf

Pages

Online from

02-2007

Issn

1824-6672 (print) | 2283-6659 (digital)

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Description Readers' comments

The fundamental problem with the classical coefficient of kurtosis β2 is that it is not clear what it exactly measures. We here investigate whether β2 has a simple interpretation according to Zenga’s kurtosis diagram. Our answer is negative, even in the symmetric case. We therefore suggest an alternative standardization of the fourth moment which is easily interpreted as a kurtosis parameter for general distributions.

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