kurt

Sample (excess) kurtosis.

Syntax

v = kurt(number1, number2, ...)

Description

Returns the sample kurtosis — a measure of tail-heaviness. Positive values indicate heavier tails than the normal distribution; negative values indicate lighter tails. Uses the bias-corrected sample formula. Requires at least 4 values.

Example

kurt(1, 2, 3, 4, 5)    % -1.2  (light tails)

See also

• kurt_p — Population (excess) kurtosis.
• skew — Sample skewness.
• stdev_s — Sample standard deviation (Excel-compatible).