ON THE SIGN OF KURTOSIS

Ciprian Doru Giurcaneanu and Ioan Tabus
e-mail: fcipriand,tabusg@cs.tut.

Starting from the attention payed in the last period to the sign of kurtosis as criterion for stability of ICA/BSS algo- rithms [3][12], the paper investigates how the sign is de- termined by the shape of the probability density function (pdf). Since the approach based on the number of inter- section points between the pdf and the gaussian pdf with the same mean and variance [12] does not generalize, an- other approach [4][5][13], based on the number of crossing points of the pdf's is considered. Some results from litera- ture are revisited and original proofs are presented, linking the above approaches. A non-trivial example of pdf which illustrates the general approach is presented.