For N(0, 1) it is 3.
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The kurtosis of a distribution is defined as the fourth central moment divided by the square of the second central moment. Unfortunately, this browser converts Greek characters to the Roman alphabet so I cannot use standard forms of equations but: Suppose that for a random variable X, E(X) = m (mu) and E[(X - E(X))2] = V = s2 (sigma-squared) then Kurtosis = E[(X - E(X))4]/s4. Excess Kurtosis is then Kurtosis - 3. If excess kurtosis < 0 the distribution is platykurtic. They have a peak that is lower than the Normal: the peak is flat and broad. The tails of the distribution are narrow. Uniform distributions are platykurtic. A mesokurtic distibution has excess kurtosis = 0. The Gaussian (Normal) distribution - whatever its parameters - is mesokurtic. The binomial with probability of success close to 1/2 is also considered to be mesokurtic. If excess kurtosis is > 0 the distribution is leptokurtic. Leptokurtic distributions have a high and narrow peak. A good example is the Student's t distribution.
Skewness is a measure of symmetry, or more precisely, the lack of symmetry. A distribution, or data set, is symmetric if it looks the same to the left and right of the center point. Kurtosis is a measure of whether the data are peaked or flat relative to a normal distribution. See related link. By doing a search on the internet, you can find more examples.
There are many, many formulae:for different probability distribution functions,for cumulative distribution functions,for moment generating functions,for means, variances, skewness, kurtosis and higher moments.There are many, many formulae:for different probability distribution functions,for cumulative distribution functions,for moment generating functions,for means, variances, skewness, kurtosis and higher moments.There are many, many formulae:for different probability distribution functions,for cumulative distribution functions,for moment generating functions,for means, variances, skewness, kurtosis and higher moments.There are many, many formulae:for different probability distribution functions,for cumulative distribution functions,for moment generating functions,for means, variances, skewness, kurtosis and higher moments.
No, the normal distribution is strictly unimodal.
Yes. When we refer to the normal distribution, we are referring to a probability distribution. When we specify the equation of a continuous distribution, such as the normal distribution, we refer to the equation as a probability density function.