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Multivariate Statistics Package Symbol

MultivariateKurtosis

MultivariateKurtosis[matrix]
gives a multivariate kurtosis coefficient for matrix.

To use MultivariateKurtosis, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].

MultivariateKurtosis[matrix] is equivalent to where matrix={x₁, x₂, ..., x_n}, and is the estimated population covariance matrix.

For a matrix with p columns, a value of the multivariate kurtosis coefficient close to p(p+2) indicates approximate multinormality.

Needs["MultivariateStatistics`"]

Multivariate kurtosis for bivariate data: