Kurtosis of a distribution
kurtosis(object, excess = TRUE)Distribution.
logical, if TRUE (default) excess Kurtosis returned
Kurtosis as a numeric.
$kurtosis(excess = TRUE)
The kurtosis of a distribution is defined by the fourth standardised moment of the distribution, $$k_X = E_X[\frac{x - \mu}{\sigma}^4]$$ where \(E_X\) is the expectation of distribution X, \(\mu\) is the mean of the distribution and \(\sigma\) is the standard deviation of the distribution. Excess Kurtosis is Kurtosis - 3.
If an analytic expression isn't available, returns error. To impute a numerical expression, use the
CoreStatistics decorator.