kurtosis#
- Normal.kurtosis(*, method=None, convention='non-excess')[source]#
Kurtosis (standardized fourth moment)
By default, this is the standardized fourth moment, also known as the “non-excess” or “Pearson” kurtosis (e.g. the kurtosis of the normal distribution is 3). The “excess” or “Fisher” kurtosis (the standardized fourth moment minus 3) is available via the convention parameter.
- Parameters:
- method{None, ‘formula’, ‘general’, ‘transform’, ‘normalize’, ‘cache’}
Method used to calculate the standardized fourth moment. Not all methods are available for all distributions. See
moment
for details.- convention{‘non-excess’, ‘excess’}
Two distinct conventions are available:
'non-excess'
: the standardized fourth moment (Pearson’s kurtosis)'excess'
: the standardized fourth moment minus 3 (Fisher’s kurtosis)
The default is
'non-excess'
.
References
[1]Kurtosis, Wikipedia, https://en.wikipedia.org/wiki/Kurtosis
Examples
Instantiate a distribution with the desired parameters:
>>> from scipy import stats >>> X = stats.Normal(mu=1., sigma=2.)
Evaluate the kurtosis:
>>> X.kurtosis() 3.0 >>> (X.kurtosis() ... == X.kurtosis(convention='excess') + 3. ... == X.moment(order=4, kind='standardized')) True