全部版块 我的主页
论坛 计量经济学与统计论坛 五区 计量经济学与统计软件
20512 6
2009-09-15
峰度是不是越大,分布的尖峰厚尾特性越明显吗?
还有偏度(左偏、右偏)和峰度的现实意义,一直都有些迷糊,能不能用通俗的语言解释下,
万分谢谢!!
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

全部回复
2009-11-24 09:51:01
A high kurtosis distribution has a sharper peak and longer, fatter tails, while a low kurtosis distribution has a more rounded peak and shorter thinner tails.
Distributions with zero excess kurtosis are called mesokurtic, or mesokurtotic. The most prominent example of a mesokurtic distribution is the normal distribution family, regardless of the values of its parameters. A few other well-known distributions can be mesokurtic, depending on parameter values: for example the binomial distribution is mesokurtic for .
A distribution with positive excess kurtosis is called leptokurtic, or leptokurtotic. In terms of shape, a leptokurtic distribution has a more acute peak around the mean (that is, a higher probability than a normally distributed variable of values near the mean) and fatter tails (that is, a higher probability than a normally distributed variable of extreme values). Examples of leptokurtic distributions include the Laplace distribution and the logistic distribution. Such distributions are sometimes termed super Gaussian.
The coin toss is the most platykurtic distributionA distribution with negative excess kurtosis is called platykurtic, or platykurtotic. In terms of shape, a platykurtic distribution has a lower, wider peak around the mean (that is, a lower probability than a normally distributed variable of values near the mean) and thinner tails (if viewed as the height of the probability density—that is, a lower probability than a normally distributed variable of extreme values). Examples of platykurtic distributions include the continuous or discrete uniform distributions, and the raised cosine distribution. The most platykurtic distribution of all is the Bernoulli distribution with p = ½ (for example the number of times one obtains "heads" when flipping a coin once, a coin toss), for which the kurtosis is −2. Such distributions are sometimes termed sub Gaussian.
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2009-11-24 11:36:18
楼上的英语真猛!
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2009-11-25 21:20:05
蜂度是衡量非正态的重要指标,这个指标在ICA很重要
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2009-11-25 22:45:37
偏度是指分布不对称的方向和程度,峰度是指分布图形的尖峭程度或峰凸程度。
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2012-12-25 13:59:59
这样的问题都问,看来统计学学的不是灰常好,只是知其然更要知其所以然,还是随便拿本统计学教材好好看一看吧
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

点击查看更多内容…
相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群