March 29, 2018
The kurtosis of a set of numbers, xn, n = 1, …, N, is given in Equation 8:
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 normal distribution, the kurtosis has a value of 3 (visit the lesson Normal (Gaussian) Distribution.) The turbulent pressure signal shown in Figure 3.3 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.