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In probability theory and statistics, cokurtosis is a measure of how much two random variables change together. Cokurtosis is the fourth standardized cross central moment. If two random variables exhibit a high level of cokurtosis they will tend to undergo extreme positive and negative deviations at the same time. == Definition == For two random variables ''X'' and ''Y'' there are three non-trivial cokurtosis statistics 〔 : : and : where E() is the expected value of ''X'', also known as the mean of ''X'', and is the standard deviation of ''X''. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Cokurtosis」の詳細全文を読む スポンサード リンク
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