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.