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MULTIVARIATE STATISTICS PACKAGE SYMBOL
MultivariateKurtosis
MultivariateKurtosis[matrix]
gives a multivariate kurtosis coefficient for matrix.
Details
- To use
, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"]. 
is a univariate measure of kurtosis for multivariate data.- MultivariateKurtosis[matrix] is equivalent to
where 
, 
Mean[matrix], and 
is the estimated population covariance matrix. - For a matrix with
columns, a value of the multivariate kurtosis coefficient close to 
indicates approximate multinormality.
