What Is A Good Kurtosis. The kurtosis can be even more convoluted. Jan 14 2019 The normal distribution is found to have a kurtosis of three.
That is data sets with high kurtosis tend to have heavy tails or outliers. Here x is the sample mean. The kurtosis is a statistical parameter based on the fourth moment of a signal which is close to zero for gaussian noise and other stationary signals but large for impulsive signals containing series of short transients su ch.
A high kurtosis is in many cases associated with more small deviations from the mean -- more small residuals than youd find with a normal distribution.
Normal distribution kurtosis 3. Positive values of kurtosis indicate that a distribution is peaked and possess thick tails. Kurtosis is a statistical measure which quantifies the degree to which a distribution of a random variable is likely to produce extreme values or outliers relative to a normal distribution. Kurtosis is a measure of the combined weight of a distributions tails relative to the center of the distribution.
