March 29, 2018
Kurtosis. The kurtosis of a set of numbers, xn, n = 1, …, N, is given by
The kurtosis is a measure of the average fourth power of the deviation of a signal from its mean value divided by the fourth power of the standard deviation. Therefore, it is dimensionless. For a random variable with a Normal distribution the kurtosis has a value of 3 (see the lesson on Normal (Gaussian) Distribution). The turbulent pressure signal shown in Fig. 3 has a kurtosis value of 2.6.
It should be noted that some computer programs calculate the excess kurtosis value which is k – 3. The value of the excess kurtosis for a Normal distribution is zero.