VoseKurtosis | Vose Software






Example model

Returns the kurtosis of a Distribution Object.

The kurtosis statistic is calculated from the following formulae:

Discrete variable:                      

Continuous variable:                  

This is often called the standardised kurtosis, since it is divided by s4 to give a unitless statistic. The kurtosis statistic refers to the peakedness of the distribution (see right panel above) - the higher the kurtosis, the more peaked the distribution. A Normal distribution has a kurtosis of 3, so kurtosis values for a distribution are often compared to 3. For example, if a distribution has a kurtosis below 3 it is flatter than a Normal distribution.