Coefficient of Kurtosis

Kurtosis is a measure of the sharpness of the data peak. Traditionally the value of this coefficient is compared to a value of 0.0, which is the coefficient of kurtosis for a normal distribution, i.e., the bell-shaped curve. A value greater than 0 indicates a peaked distribution and a value less than 0 indicates a flat distribution. Without a very large sample size, the use of this coefficient is of questionable value.

Population Kurtosis (image\kurt-y2.png

image\popkurt.png

Sample Kurtosis (image\kurt-g2.png

image\samkurt.png

(adapted from King and Julstrom, 1982)

where

image\popsd-sym.png

= Population Standard Deviation

S

= Sample Standard Deviation

image\u.png

= Population Mean

image\mean.png

= Sample Mean

N

= number of data values for a population

n

= number of data values for a sample

xi

= ith data value

See Also

Data Statistics

95% and 99% Confidence Interval for the Mean

Average Deviation

Coefficient of Skewness

Coefficient of Variation

Critical Value of K-S Statistic at 90%, 95%, and 99% Significance Level

Kolmogorov-Smirnov Goodness of Fit Statistic for Normal Distribution

Mean

Standard Deviation

Standard Error of the Mean

Statistics References

Variance