Computes the kurtosis (Fisher or Pearson) of a dataset.
Kurtosis is the fourth central moment divided by the square of the variance. If Fisher's definition is used, then 3.0 is subtracted from the result to give 0.0 for a normal distribution.
If bias is False then the kurtosis is calculated using k statistics to eliminate bias coming from biased moment estimators
Use kurtosistest to see if result is close enough to normal.
Parameters: |
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Returns: | kurtosis -- The kurtosis of values along an axis. If all values are equal, return -3 for Fisher's definition and 0 for Pearson's definition. |
Return type: | array |
References
[1] | Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. |