Kurtosis

Kurtosis[list]

gives the coefficient of kurtosis for the elements in list.

Kurtosis[dist]

gives the coefficient of kurtosis for the distribution dist.

Details

  • Kurtosis measures the concentration of data around the peak and in the tails versus the concentration in the flanks.
  • A normal distribution has kurtosis equal to 3. In comparing shapes with normal we have:
  • more flat than normal, platykurtic
    like normal, mesokurtic
    more peaked than normal, leptokurtic
  • Kurtosis handles both numerical and symbolic data.
  • Kurtosis[{{x1,y1,…},{x2,y2,…},…}] gives {Kurtosis[{x1,x2,…}],Kurtosis[{y1,y2,…}],…}.
  • Kurtosis[…] is equivalent to CentralMoment[…,4]/CentralMoment[…,2]2.

Examples

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Basic Examples  (2)

Kurtosis for a list of values:

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Kurtosis for a parametric distribution:

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Scope  (14)

Applications  (6)

Properties & Relations  (5)

Possible Issues  (1)

Neat Examples  (1)

See Also

Skewness  CentralMoment  Variance  Expectation

Tutorials

Introduced in 2007
(6.0)