KURTOSIS

The fourth momentabout the meanis relatedto the peakedness--alsocalled

kurtosis--ofthe distributionand is defined as

m₄=

n

The quantity

b₂=

Kurtosis =

is a relativemeasureof kurtosis.

Belowtwo probability densitiesare shown:

The

uniformor rectangular distribution,and the bell-shapedcurve that representsthe

The values ofb₂for these two distributions are 1.8 and 3.0,

normal distribution.

respectively.

Comparison of normal and uniform probability density functions.