fintech-algorithms
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Kurtosis, Excess Kurtosis, and Tail Weight

Install and import#

bash
npm install fintech-algorithms
ts
import { kurtosisExcessKurtosisAndTailWeight } from "fintech-algorithms/financial-mathematics-statistics-and-data-foundations/dispersion-shape-and-robust-statistics/kurtosis-excess-kurtosis-and-tail-weight";

Signature#

kurtosisExcessKurtosisAndTailWeight(input)

Worked example#

verified This is the worked example published in the article, replayed by the test suite on every run. The output cannot drift.

Input#

input
{
  "values": [1, 2, 2, 4, 9]
}

Call#

kurtosisExcessKurtosisAndTailWeight(input)

Returns#

object with 2 fields: kurtosis, excessKurtosis

{
  "kurtosis": 2.6779621076444537,
  "excessKurtosis": -0.32203789235554625
}

Diagrams#

Kurtosis, Excess Kurtosis, and Tail Weight — article hero
Kurtosis, Excess Kurtosis, and Tail Weight — calculation ledger
Kurtosis, Excess Kurtosis, and Tail Weight — concept anatomy
Kurtosis, Excess Kurtosis, and Tail Weight — failure boundary
Kurtosis, Excess Kurtosis, and Tail Weight — method map
Kurtosis, Excess Kurtosis, and Tail Weight — scenario contrast

How it works#

This page states the contract — how to call it correctly. The article explains the concept: why it works, and where it breaks.

Read the article →

References#

The rest of the Dispersion, Shape, and Robust Statistics family#