Kurtosis comartsions of the cauchy and double exponential distributions |
| |
Authors: | Kevin P Balanda |
| |
Institution: | Department of Mathematics , University of Queensland , St. Lucia, Australia |
| |
Abstract: | We first describe a class of quantile-based kurtosis orderings on symmetric distributions that use density matching to match the scales of distributions before kurtosis comparisons are made. We then use the orderings to give a meaningful comparison of the kurtosis properties of the Cauchy and Double Exponential distributions. Since these distributions are often used as models for heavy-tailed distributions and there appears some confusion about their properties such a comparison should be useful. |
| |
Keywords: | Cauohy distribution Deneity motching Double Exponential distribution Kurtosis orderinge Peakedness Tailwsight |
|