Unbiased Excess Kurtosis
Measure sample tail weight relative to a normal distribution.
Your numbers
Excess kurtosis
Use consistent units. The result follows the assumptions you enter.
Scenario comparison
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Formula
G₂=n(n+1)Σ[(x−x̄)/s]⁴/[(n−1)(n−2)(n−3)]−3(n−1)²/[(n−2)(n−3)]
Measure sample tail weight relative to a normal distribution.
Worked example
- Observations
- 1, 2, 3, 4, 5
- Excess kurtosis
- -1.2
Scope and limitations
Use consistent units. The result follows the assumptions you enter.
Inputs are checked for missing values and allowed ranges. A result outside the finite numeric range is not displayed. Rounding affects display, while the calculation uses the model’s numeric precision.
Check your units and assumptions before relying on a result. Changing a label does not convert a currency or physical unit.
Formula version: 137186d44644 · Example checked: