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Moment-ratio kurtosis \(b_2 = m_4 / m_2^2\), where \(m_k\) is the \(k\)-th sample central moment (with divisor \(n\)). This is not excess kurtosis: a Gaussian sample gives values near 3.

Usage

kurtosis(y)

Arguments

y

numeric vector of values

Value

numeric scalar of kurtosis

Author

Trent Henderson