How does kurtosis affect the tails of a distribution?

  • Changes the skewness
  • Has no effect
  • Makes the tails fatter
  • Makes the tails thinner
Kurtosis is a statistical measure that defines how heavily the tails of a distribution differ from the tails of a normal distribution. In other words, kurtosis identifies whether the tails of a given distribution contain extreme values. Positive kurtosis indicates a distribution with tails or outliers that are fatter and more extreme than a normal distribution.
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