Kurtosis measures: tradition, contradictions, alternatives - Anna Maria Fiori - Vita e Pensiero - Articolo Statistica & Applicazioni

Kurtosis measures: tradition, contradictions, alternatives

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Kurtosis measures: tradition, contradictions, alternatives
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journal STATISTICA & APPLICAZIONI
issue STATISTICA & APPLICAZIONI - 2007 - 2
title Kurtosis measures: tradition, contradictions, alternatives
author
publisher Vita e Pensiero
format Article | Pdf
online since 02-2007
issn 18246672 (print)
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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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