sampleKurtosis
sampleKurtosis(
x):number
Defined in: src/sample_kurtosis.js:18
Kurtosis is a measure of the heaviness of a distribution’s tails relative to its variance. The kurtosis value can be positive or negative, or even undefined.
Implementation is based on Fisher’s excess kurtosis definition and uses unbiased moment estimators. This is the version found in Excel and available in several statistical packages, including SAS and SciPy.
Parameters
Section titled “Parameters”number[]
a sample of 4 or more data points
Returns
Section titled “Returns”number
sample kurtosis
Throws
Section titled “Throws”if x has length less than 4
Example
Section titled “Example”sampleKurtosis([1, 2, 2, 3, 5]); // => 1.4555765595463122