Description Usage Arguments References
The population Pearson's kurtosis is defined by
\frac{μ_4}{≤ft( σ^2 \right)^2} = \frac{μ_4}{σ^4}
where
μ_4 is fourth moment about the mean, and
σ^2 is the second moment about the mean or the variance. If we have sample data, we substitute the population moments with the sample estimates.
\frac{m_4}{≤ft( m_2 \right)^2}
where
m_4 is the fourth sample moment about the mean, and
m_2 is the second sample moment about the mean or the sample variance. Excess kurtosis (kurtosis minus 3) is an adjusted version of Pearson's kurtosis to provide the comparison to the normal distribution. Note that the normal distribution has an excess kurtosis of 3.
1 |
x |
Numeric vector. |
excess |
Logical. Return excess kurtosis (kurtosis minus 3). |
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