Full-text resources of CEJSH and other databases are now available in the new Library of Science.
Visit https://bibliotekanauki.pl

Refine search results

Journals help

  1. 1 Studia Ekonomiczne

Years help

  1. 1 2014

Authors help

  1. 1 Budny K.

Results found: 1

first rewind previous Page / 1 next fast forward last

Search results

Search:
in the keywords:  Kurtoza
help Sort By:

help Limit search:
first rewind previous Page / 1 next fast forward last
1
Publication available in full text mode
Content available

Współczynnik ekscesu wektora losowego

100%
Budny K.
Studia Ekonomiczne
|
2014
|
vol. 203
28-38
EN
Excess kurtosis of a univariate random variable is defined as its kurtosis minus 3, i.e. the kurtosis of a normal distribution. Excess kurtosis is a one of a dispersion measures. This parameter provides the information about peakedness and tail weight of a distribution compared to normal distribution. In the paper we propose a generalization of this characteristic for random vectors and analyze its basic properties. Moreover, we introduce the form of excess kurtosis for the selected multivariate distribution.
first rewind previous Page / 1 next fast forward last
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.