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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク cokurtosis ： ウィキペディア英語版 cokurtosis 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 〔 : $$ K(X,X,X,Y) = \over \sigma_X^3 \sigma_Y}, : $$ K(X,X,Y,Y) = \over \sigma_X^2 \sigma_Y^2}, and : $$ K(X,Y,Y,Y) = \over \sigma_X \sigma_Y^3}, where E() is the expected value of ''X'', also known as the mean of ''X'', and $\backslash sigma\_X$ 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 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.