You are working with the text-only light edition of "H.Lohninger: Teach/Me Data Analysis, Springer-Verlag, Berlin-New York-Tokyo, 1999. ISBN 3-540-14743-8". Click here for further information.
| You are working with the text-only light edition of "H.Lohninger: Teach/Me Data Analysis, Springer-Verlag, Berlin-New York-Tokyo, 1999. ISBN 3-540-14743-8". Click here for further information.
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Table of Contents  Univariate Data Moments of a Distribution Kurtosis |
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| See also: skewness, moments of a distribution |   |
The kurtosis (or excess) measures the relative flatness of a distribution (as compared to the normal distribution, which shows a kurtosis of zero). A positive kurtosis indicates a tapering distribution (also called leptokurtic distribution), whereas a negative kurtosis indicates a flat distribution (platykurtic distribution). The kurtosis is defined by the following formula:
Below you find two examples of distributions with different kurtosis.
Note that the kurtosis is sometimes defined by another formula, omitting
the term "-3" in the formula above. In this case a normal distribution
would yield a kurtosis of 3.
Last Update: 2005-Jul-16