Kurtosis of a distribution

kurtosis(object, excess = TRUE)

Arguments

object

Distribution.

excess

logical, if TRUE (default) excess Kurtosis returned

Value

Kurtosis as a numeric.

Details

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.

R6 Usage

$kurtosis(excess = TRUE)

See also