Kurtosis Formula. The formula for kurtosis is expressed as the ratio of the fourth moment and variance s 2 squared or squared the second moment of the distribution. Platykurtic distributions have negative excess kurtosis.
Platykurtic distributions have negative excess kurtosis. We could then classify a distribution from its excess kurtosis. Setting a2 2m 3 makes the variance equal to unity.
The formula for kurtosis is expressed as the ratio of the fourth moment and variance s 2 squared or squared the second moment of the distribution.
Mathematically it is represented as kurtosis n σni yi y 4 σni yi y 2 2. Platykurtic distributions have negative excess kurtosis. One can reparameterize with m 5 2 3 γ2 displaystyle m 5 2 3 gamma 2 where γ2 displaystyle gamma 2 is the kurtosis as defined above. The greater the value of beta 2 the more peaked or leptokurtic the curve.
