Kurtosis Rumus. Jenis kurtosis ditentukan oleh kelebihan kurtosis dari distribusi tertentu. For investors high kurtosis of the return distribution implies the investor will experience occasional extreme returns either positive or negative more extreme than the usual or three.
The standard measure of a distribution s kurtosis originating with karl pearson is a scaled version of the fourth moment of the distribution.
The flat tails indicate the small outliers in a distribution. Oleh karena itu kelebihan kurtosis ditemukan menggunakan rumus di bawah ini. The standard measure of a distribution s kurtosis originating with karl pearson is a scaled version of the fourth moment of the distribution. Kurtosis dari distribusi normal sama dengan 3.
