Coefficient of Kurtosis

 

Kurtosis is a measure of how sharp the data peak is. 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\popkurt.png

 

Sample Kurtosis (

image\samkurt.png

 

(adapted from King and Julstrom, 1982)

 

where

= Population Standard Deviation

s

= Sample Standard Deviation

= Population Mean

= 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