'

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 formulas

Variables

γ2Excess kurtosis (dimensionless)
μ4The fourth moment around the mean (dimensionless)
σThe standard deviation (dimensionless)