Pearson's moment coefficient of kurtosis (excess kurtosis)
Description
In probability theory and statistics, kurtosis is any measure of the “tailedness” of the probability distribution of a real-valued random variable. Kurtosis is a descriptor of the shape of a probability distribution. Excess kurtosis is equal to the fourth moment around the mean divided by the square of the variance of the probability distribution minus 3.
Related formulasVariables
γ2 | Excess kurtosis (dimensionless) |
μ4 | The fourth moment around the mean (dimensionless) |
σ | The standard deviation (dimensionless) |