Kurtosis

Purpose

Returns the kurtosis statistic for a vector or matrix.

Synopsis

k = kurtosis(x)

k = kurtosis(x,flag,dim)

Description

Returns the kurtosis statistic for a vector or matrix, x. Missing data is ignored for the calculation.

Inputs

• x = Vector or matrix.

Optional Inputs

• flag = bias-correction disable flag. When set to 0 (zero), the kurtosis is corrected for sampling bias. Default is 1 (one) to return the uncorrected kurtosis. The correction for bias is done by the formula:

k = (n-1)/((n-2)*(n-3)) * ((n+1)*k-3*(n-1))+3

where n is the number of non-missing elements in the given column of x.

• dim = dimension of x over which to calculate the kurtosis. Default is 1, over rows (kurtosis calculated down columns.)

Outputs

• k = kurtosis of x over the specified dimension (dim).

See Also

skewness]