Calculadora de Curtosis Gratis
Calcula la curtosis de tu distribución para medir el peso de las colas respecto a la distribución normal.
Kurtosis
2.0000
Kurtosis vs Value 1
Fórmula
How to Calculate Kurtosis
Formula
Kurtosis = m4 / m2^2
where m4 is the fourth central moment and m2 is the second central moment (variance).
Excess Kurtosis = Kurtosis - 3
The normal distribution has a kurtosis of 3, so subtracting 3 gives excess kurtosis relative to normal.
Ejemplo Resuelto
Compute the kurtosis of the values 2, 4, 4, 6.
- 01Mean = (2 + 4 + 4 + 6) / 4 = 4
- 02Deviations: -2, 0, 0, 2
- 03m2 = (4 + 0 + 0 + 4) / 4 = 2
- 04m4 = (16 + 0 + 0 + 16) / 4 = 8
- 05Kurtosis = 8 / 4 = 2
- 06Excess Kurtosis = 2 - 3 = -1 (platykurtic)
Preguntas Frecuentes
What does high kurtosis indicate?
High excess kurtosis (positive) means the tails are heavier than a normal distribution, so extreme values are more likely. Financial returns often show high kurtosis.
What is the kurtosis of a normal distribution?
A normal distribution has a kurtosis of exactly 3, or equivalently an excess kurtosis of 0.
Is kurtosis about peakedness?
A common misconception equates kurtosis with peakedness, but kurtosis primarily measures the weight of the distribution tails, not the height of the peak.
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