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Measure of how much two random variables change together
probability theory and statistics, cokurtosis is a measure of how much two random variables change together. Cokurtosis is the fourth standardized cross
Cokurtosis
Fourth standardized moment in statistics
not assumed. The cokurtosis between pairs of variables is an order four tensor. For a bivariate normal distribution, the cokurtosis tensor has off-diagonal
Kurtosis
Measure of the shape of a probability distribution function
between random variables. Some examples are covariance, coskewness and cokurtosis. While there is a unique covariance, there are multiple co-skewnesses
Moment_(statistics)
{\displaystyle \Gamma (x)} is the gamma function. Moment (mathematics) Cokurtosis Friend, Irwin; Randolf Westerfield (1980). "Co-Skewness and Capital Asset
Coskewness
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