On the asymptotic distribution of an alternative measure of kurtosis

@inproceedings{Suaray2015OnTA,
  title={On the asymptotic distribution of an alternative measure of kurtosis},
  author={Kagba Suaray},
  year={2015}
}
  • Kagba Suaray
  • Published 2015
Pearson defined the fourth standardized moment of a symmetric distribution as its kurtosis. There has been much discussion in the literature concerning both the meaning of kurtosis, as well as the effectiveness of the classical sample kurtosis as a reliable measure of peakedness and tail weight. In this paper, we consider an alternative measure, developed by Crow and Siddiqui [1], used to describe kurtosis. Its value is calculated for a number of common distributions, and a derivation of its… CONTINUE READING