Fat tail: Difference between revisions

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(Created page with "The accursed part of your probability distribution, where you discover it diverges from the normal distribution lazily factored into all your models. In probability theor...")
 
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The accursed part of your probability distribution, where you discover it diverges from the [[normal distribution]] lazily factored into all your models.
{{g}}The accursed part of your probability distribution, where you discover it diverges from the [[normal distribution]] lazily factored into all your models.


In probability theory, “kurtosis” (from Greek: κυρτός, meaning “curved”) is the measure of the fatness of the tails of a distribution of variables. Higher kurtosis corresponds to greater deviation from the [[mean]] — more [[outlier]]s — and is less interested in the shape of the distribution close to the mean.  
In probability theory, “kurtosis” (from Greek: κυρτός, meaning “curved”) is the measure of the fatness of the tails of a distribution of variables. Higher kurtosis corresponds to greater deviation from the [[mean]] — more [[outlier]]s — and is less interested in the shape of the distribution close to the mean.