Class SampleFisherKurtosisCalculator

  • All Implemented Interfaces:

    public class SampleFisherKurtosisCalculator
    extends Object
    implements Function<double[],​Double>
    The sample Fisher kurtosis gives a measure of how heavy the tails of a distribution are with respect to the normal distribution (which has a Fisher kurtosis of zero). An estimator of the kurtosis is $$ \begin{align*} \mu_4 = \frac{(n+1)n}{(n-1)(n-2)(n-3)}\frac{\sum_{i=1}^n (x_i - \overline{x})^4}{\mu_2^2} - 3\frac{(n-1)^2}{(n-2)(n-3)} \end{align*} $$ where $\overline{x}$ is the sample mean and $\mu_2$ is the unbiased estimator of the population variance.

    Fisher kurtosis is also known as the _excess kurtosis_.

    • Constructor Detail

      • SampleFisherKurtosisCalculator

        public SampleFisherKurtosisCalculator()