Kurtosis
org.apache.commons.math3.stat.descriptive.moment

Class Kurtosis

  • All Implemented Interfaces:
    Serializable, StorelessUnivariateStatistic, UnivariateStatistic, MathArrays.Function


    public class Kurtosisextends AbstractStorelessUnivariateStatisticimplements Serializable
    Computes the Kurtosis of the available values.

    We use the following (unbiased) formula to define kurtosis:

    kurtosis = { [n(n+1) / (n -1)(n - 2)(n-3)] sum[(x_i - mean)^4] / std^4 } - [3(n-1)^2 / (n-2)(n-3)]

    where n is the number of values, mean is the Mean and std is the StandardDeviation

    Note that this statistic is undefined for n < 4. Double.Nan is returned when there is not sufficient data to compute the statistic.

    Note that this implementation is not synchronized. If multiple threads access an instance of this class concurrently, and at least one of the threads invokes the increment() or clear() method, it must be synchronized externally.

    See Also:
    Serialized Form

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