## Class SampleFisherKurtosisCalculator

• java.lang.Object
• com.opengamma.strata.math.impl.statistics.descriptive.SampleFisherKurtosisCalculator
• All Implemented Interfaces:
Function<double[],​Double>

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()
• ### Method Detail

• #### apply

public Double apply​(double[] x)
Specified by:
apply in interface Function<double[],​Double>