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Student[Statistics]

  

Kurtosis

  

compute the coefficient of kurtosis

 

Calling Sequence

Parameters

Description

Computation

Examples

References

Compatibility

Calling Sequence

Kurtosis(A, numeric_option)

Kurtosis(M, numeric_option)

Kurtosis(X, numeric_option, inert_option)

Parameters

A

-

data sample

M

-

Matrix data sample

X

-

algebraic; random variable

numeric_option

-

(optional) equation of the form numeric=value where value is true or false

inert_option

-

(optional) equation of the form inert=value where value is true or false

Description

• 

The Kurtosis function computes the coefficient of kurtosis of the specified random variable or data sample. In the data sample case, the following formula for the kurtosis is used:

Kurtosis⁡A=N⁢Moment⁡A,4,origin=Mean⁡AN−1⁢Variance⁡A2,

  

where N is the number of elements in A. In the random variable case, Maple uses the limit of that formula for N↦∞, that is,

  

Kurtosis⁡X=Moment⁡X,4,origin=Mean⁡XVariance⁡X2.

• 

There is a different quantity that some authors call kurtosis. This quantity is called excess kurtosis here. The excess kurtosis is not predefined in Maple, but it can be easily obtained by subtracting 3 from the kurtosis: ExcessKurtosis≔Kurtosis−3.

• 

The first parameter can be a data sample (e.g., a Vector), a Matrix data sample, a random variable, or an algebraic expression involving random variables (see Student[Statistics][RandomVariable]).

• 

If the option inert is not included or is specified to be inert=false, then the function will return the actual value of the result. If inert or inert=true is specified, then the function will return the formula of evaluating the actual value.

Computation

• 

By default, all computations involving random variables are performed symbolically (see option numeric below).

• 

If there are floating point values or the option numeric is included, then the computation is done in floating point. Otherwise the computation is exact.

• 

By default, the kurtosis is computed according to the rules mentioned above. To always compute the kurtosis numerically, specify the numeric or numeric = true option.

Examples

> 

with⁡StudentStatistics:

Compute the coefficient of kurtosis of the log normal distribution with parameters μ and σ.

> 

Kurtosis⁡LogNormalRandomVariable⁡μ,σ

−−ⅇ8⁢σ2+4⁢μ+3⁢ⅇ2⁢σ2+4⁢μ+4⁢ⅇ5⁢σ2+4⁢μ−6⁢ⅇ3⁢σ2+4⁢μⅇσ2+2⁢μ2⁢ⅇσ2−12

(1)

Use numeric parameters for the beta distribution.

> 

Kurtosis⁡BetaRandomVariable⁡3,5

711275

(2)
> 

Kurtosis⁡BetaRandomVariable⁡3,5,numeric

2.585454546

(3)

Use the inert option.

> 

Kurtosis⁡BetaRandomVariable⁡3,5,inert

∫01105⁢−_t2+∫01105⁢_t13⁢−1+_t14ⅆ_t14⁢_t22⁢−1+_t24ⅆ_t2∫01105⁢−_t0+∫01105⁢_t3⁢−1+_t4ⅆ_t2⁢_t02⁢−1+_t04ⅆ_t02

(4)
> 

evalf⁡Kurtosis⁡BetaRandomVariable⁡3,5,inert

2.585454545

(5)

Consider the following list of data.

> 

A≔1,2,π,exp⁡1.5,−3

A≔1,2,π,4.481689070,−3

(6)
> 

Kurtosis⁡A

1.92292561031128

(7)

Consider the following Matrix data set.

> 

M≔Matrix⁡3,1,11,4,1.5,28,3,ln⁡3,31,2,0,4,4,9.2,7

M≔311141.5283ln⁡33120449.27

(8)

We compute the kurtosis of each of the columns.

> 

Kurtosis⁡M

3622452.519272430263041217684211966045

(9)

References

  

Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.

Compatibility

• 

The Student[Statistics][Kurtosis] command was introduced in Maple 18.

• 

For more information on Maple 18 changes, see Updates in Maple 18.

See Also

kurtosis

Statistics[Kurtosis]

Student

Student[Statistics]

Student[Statistics][RandomVariable]