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Statistics

Kurtosis calculator

Sample excess kurtosis: how heavy-tailed a data set is versus a normal distribution.

What this calculator does

Kurtosis works out sample excess kurtosis: how heavy-tailed a data set is versus a normal distribution. Enter your own figures above and the answer updates as you type: nothing is fixed in the code, so the result reflects exactly the numbers you supply.

The formula this calculator evaluates is printed under the tool and explained below, so you can check the working by hand or reuse it in a spreadsheet.

The formula

FormulaG₂ = [n(n+1) / ((n−1)(n−2)(n−3))] × Σ((xᵢ−x̄)/s)⁴ − 3(n−1)²/((n−2)(n−3)), needs n > 3

The inputs explained

FieldWhat to enter
Data (comma or space separated)A list of numbers, separated by commas or spaces.