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{{g}}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. | ||