Coefficient Of Kurtosis Formula. Thus with this formula a perfect normal distribution would have a kurtosis of three. Pearson s coefficient of skewness γ 1 β 1 kurtosis kurtosis refers to the degree of peakedness of a frequency curve.
Calculate kurtosis in excel. For a very large sample very high n the differences between and among n 1 n n 1 n 2 and n 3 are becoming negligible and the sample kurtosis formula approximately equals. The coefficient of kurtosis for normal distribution is 3 therefore excess kurtosis equals coefficient of kurtosis less 3.
A values less than 3 indicates a platykurtic distribution.
The kurtosis can also be computed as a4 the average value of z4 where zis the familiarz score z x x σ. A value greater than 3 indicates a leptokurtic distribution. Of course theaverage value of zis always zero but the average value ofz4is always 1 and is larger when you have afew big deviations on either side of the mean than when you have a lotof small ones. Kurtosis can be described in the following ways.
