MultivariateStatistics`
MultivariateStatistics`
MultivariateKurtosis
MultivariateKurtosis[matrix]
gives a multivariate kurtosis coefficient for matrix.
更多信息和选项
- To use MultivariateKurtosis, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
- MultivariateKurtosis is a univariate measure of kurtosis for multivariate data.
- MultivariateKurtosis[matrix] is equivalent to
where matrix={x1,x2,…,xn}, 
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.
范例
Wolfram Research (2007)，MultivariateKurtosis，Wolfram 语言函数，https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateKurtosis.html.
文本
Wolfram Research (2007)，MultivariateKurtosis，Wolfram 语言函数，https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateKurtosis.html.
CMS
Wolfram 语言. 2007. "MultivariateKurtosis." Wolfram 语言与系统参考资料中心. Wolfram Research. https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateKurtosis.html.
APA
Wolfram 语言. (2007). MultivariateKurtosis. Wolfram 语言与系统参考资料中心. 追溯自 https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateKurtosis.html 年