Kurtosis Of Standard Normal Distribution. In other words kurtosis identifies whether the tails of a given distribution contain extreme values. Rather it means the distribution produces fewer and less extreme outliers than does the normal distribution.
Now excess kurtosis will vary from 2 to infinity. The kurtosis for a standard normal distribution is three. As the kurtosis measure for a normal distribution is 3 we can calculate excess kurtosis by keeping reference zero for normal distribution.
Distributions with kurtosis less than 3 are said to be platykurtic although this does not imply the distribution is flat topped as is sometimes stated.
Kurtosis is typically measured with respect to the normal distribution. Mbox kurtosis frac sum i 1 n y i bar y 4 n s 4 3 this definition is used so that the standard normal distribution has a kurtosis of zero. The kurtosis for a standard normal distribution is three. Let y be a random variable.
