The fundamental problem with the classical coefficient of kurtosis Beta_2 is that it is not clear what it exactly measures. We here investigate whether Beta_2 has a simple interpretation according to Zenga's kurtosis diagram. Our answer is negative, even in the symmetric case. We therefore suggest an alternative standardization of the fourth moment which is easily interpreted as a kurtosis parameter for general distributions
Fiori, A. (2007). Kurtosis measures: Tradition, contradictions, alternatives. STATISTICA & APPLICAZIONI, 5(2), 185-203.
Kurtosis measures: Tradition, contradictions, alternatives
FIORI, ANNA MARIA
2007
Abstract
The fundamental problem with the classical coefficient of kurtosis Beta_2 is that it is not clear what it exactly measures. We here investigate whether Beta_2 has a simple interpretation according to Zenga's kurtosis diagram. Our answer is negative, even in the symmetric case. We therefore suggest an alternative standardization of the fourth moment which is easily interpreted as a kurtosis parameter for general distributions
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