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Kurtosis

March 29, 2018

Kurtosis. The kurtosis of a set of numbers, xnn = 1, …, N, is given by

equation8

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  – 3. The value of the excess kurtosis for a Normal distribution is zero.