Kurtosis Of Standard Normal Distribution. For this reason some sources use the following definition of kurtosis often referred to as excess kurtosis. Kurtosis ranges from 1 to infinity.
As the kurtosis measure for a normal distribution is 3 we can calculate excess kurtosis by keeping reference zero for normal distribution. In other words kurtosis identifies whether the tails of a given distribution contain extreme values. A distribution with kurtosis 3 excess kurtosis 0 is called platykurtic.
Excess kurtosis for normal distribution 3 3 0.
A distribution with kurtosis 3 excess kurtosis 0 is called platykurtic. Kurtosis is typically measured with respect to the normal distribution. The kurtosis of any univariate normal distribution is 3. My textbook then says the kurtosis of a normally distributed random variable is 3 i am wondering whether only standard normal distribution has a kurtosis being 3 or any normal distribution has the same kurtosis namely 3.
