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Kurtosis

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Kurtosis

A measure of the flatness or peaked-ness of a distribution. Kurtosis is 0 for a normal distribution. Values greater than 0 mean the distribution has more of a peak than a normal distribution. Values less than 0 mean the distribution is flatter than a normal distribution.

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where xj is the observation j, N is the total number of observations, x-doublebar is the Average , and knowctr00090004.gifx is the Sample Sigma .


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