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gamma distribution

Overview page. Subjects: Economics — Probability and Statistics.

A frequency distribution often used to characterize the distribution of financial returns. It differs from a normal distribution in its skewness (lack of symmetry). Compare leptokurtic...

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interquartile range

Overview page. Subjects: Sports and Exercise Medicine — Economics.

A measure of dispersion equal to the difference between the first and third quartiles in a set of numerical data.

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kurtosis

Overview page. Subjects: Science and Mathematics — Economics.

In statistics, the degree of sharpness (i.e. concentration about the mean) of a particular distribution curve. See leptokurtic distribution; moments.

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normal distribution

Overview page. Subjects: Science and Mathematics — Social Sciences.

In statistics, a continuous probability distribution which is asymptotic and symmetrically bell-shaped about the mean. The normal distribution is widely applied in statistics to model...

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platykurtic

Overview page. Subjects: Economics.

A description of a frequency distribution curve which is less peaked than a normal distribution, i.e. less concentrated around the mean than is the case if the distribution was normal (cf....