different between kurtosis vs skewness

English

Etymology

Coined c. 1895 by Karl Pearson (published 1899 in "On certain Properties of the Hypergeometrical Series, and so on the fitting of such series to Observation Polygons in the Theory of Chance", Phil. Mag.).From Ancient Greek ???????? (kúrt?sis, “bulging, convexity”), from ?????? (kurtós, “bulging”).

Noun

kurtosis (countable and uncountable, plural kurtoses or kurtosises)

1. (statistics) A measure of "heaviness of the tails" of a probability distribution, defined as the fourth cumulant divided by the square of the variance of the probability distribution.
2. (statistics) Excess kurtosis: the difference between a given distribution's kurtosis and the kurtosis of a normal distribution.

Derived terms

Translations

English

Etymology

skew +? -ness

Noun

skewness (countable and uncountable, plural skewnesses)

1. The property of being skew.
2. (statistics) A measure of the asymmetry of the probability distribution of a real-valued random variable; is the third standardized moment, defined as ${\displaystyle \scriptstyle \gamma _{1}={\frac {\mu _{3}}{\sigma ^{3}}},\!}$ where ${\displaystyle \mu _{3}}$ is the third moment about the mean and ${\displaystyle \sigma }$ is the standard deviation.

Translations