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Kurtosis function
I am trying to use the Kurtosis functions to examine the distribution
of a set of errors (forecast - actual). I am comparing the K values to a histogram of the data. To test I have deliberately peaked and flattened the distribution by reducing the error values by 10%, 50% and 90% and increasing the error values by 200%. The resulting histograms show the changes in distribution for each adjusted set as you would expect but I am seeing no change in the corresponding kurtosis values. Anyone any ideas why this might be? |
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