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Sample Excess Kurtosis Formula

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Sample Excess Kurtosis Formula. It is common practice to use excess kurtosis, which is defined as pearson's kurtosis minus 3, to provide a simple comparison to the normal distribution. That's the simple way of saying it although the actual calculation for excess kurtosis looks pretty impressive:

Finding The Skewness And Kurtosis Of Grouped Data Physics Forums
Finding The Skewness And Kurtosis Of Grouped Data Physics Forums from www.physicsforums.com
The excess kurtosis of a univariate population is defined by the following formula, where μ2 and μ4 are respectively the second and fourth central moments. If the kurtosis of a distribution is greater than that of a normal distribution, then it has positive excess kurtosis and is said to be . The formula used for estimating the excess kurtosis from .

The formula used for estimating the excess kurtosis from .

The excess kurtosis of a univariate population is defined by the following formula, where μ2 and μ4 are respectively the second and fourth central moments. Kurtosis of normal distribution equals 3. Excess kurtosis is kurtosis relative to normal distribution. It is common practice to use excess kurtosis, which is defined as pearson's kurtosis minus 3, to provide a simple comparison to the normal distribution.

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