Sample Kurtosis Formula. Mean of samples x i the ith sample n. Total sample number s.
For a sample of n values a method of moments estimator of the population excess kurtosis can be defined as where m 4 is the fourth sample moment about the mean m 2 is the second sample moment about the mean that is the sample variance x i is the i th value and is the sample mean. S sample standard deviation. Mathematically it is represented as kurtosis n σni yi y 4 σni yi y 2 2.
S sample standard deviation.
The formula for kurtosis in excel involves the sample size sample standard deviation and the sample mean. β2 μ4 μ2. This definition of kurtosis can be found in bock 1975. Definition of kurtosis for univariate data y1 y2 yn the formula for kurtosis is.
