kurtosis#
- Uniform.kurtosis(*, method=None, convention='non-excess')[source]#
Kurtosis (standardized fourth moment)
By default, this is the standardized fourth moment, also known as the βnon-excessβ or βPearsonβ kurtosis (e.g. the kurtosis of the normal distribution is 3). The βexcessβ or βFisherβ kurtosis (the standardized fourth moment minus 3) is available via the convention parameter.
- Parameters:
- method{None, βformulaβ, βgeneralβ, βtransformβ, βnormalizeβ, βcacheβ}
Method used to calculate the standardized fourth moment. Not all methods are available for all distributions. See
moment
for details.- convention{βnon-excessβ, βexcessβ}
Two distinct conventions are available:
'non-excess'
: the standardized fourth moment (Pearsonβs kurtosis)'excess'
: the standardized fourth moment minus 3 (Fisherβs kurtosis)
The default is
'non-excess'
.
References
[1]Kurtosis, Wikipedia, https://en.wikipedia.org/wiki/Kurtosis
Examples
Instantiate a distribution with the desired parameters:
>>> from scipy import stats >>> X = stats.Normal(mu=1., sigma=2.)
Evaluate the kurtosis:
>>> X.kurtosis() 3.0 >>> (X.kurtosis() ... == X.kurtosis(convention='excess') + 3. ... == X.moment(order=4, kind='standardized')) True