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Kurtosis
Student's t distribution excess kurtosis.
The excess kurtosis for a Student's t random variable with degrees of freedom ν
is
For ν
smaller than two, the kurtosis is not defined.
Usage
var kurtosis = require( '@stdlib/stats/base/dists/t/kurtosis' );
kurtosis( v )
Returns the excess kurtosis of a Student's t distribution with degrees of freedom v
.
var y = kurtosis( 9.0 );
// returns 1.2
y = kurtosis( 4.5 );
// returns 12.0
If provided 2 < v <= 4
, the function returns infinity
.
var y = kurtosis( 3.5 );
// returns Infinity
y = kurtosis( 2.9 );
// returns Infinity
y = kurtosis( 4.0 );
// returns Infinity
If provided v <= 2
, the function returns NaN
.
var y = kurtosis( -1.0 );
// returns NaN
y = kurtosis( 0.8 );
// returns NaN
y = kurtosis( 2.0 );
// returns NaN
Examples
var randu = require( '@stdlib/random/base/randu' );
var round = require( '@stdlib/math/base/special/round' );
var kurtosis = require( '@stdlib/stats/base/dists/t/kurtosis' );
var v;
var y;
var i;
for ( i = 0; i < 10; i++ ) {
v = randu() * 20.0;
y = kurtosis( v );
console.log( 'v: %d, Kurt(X,v): %d', v.toFixed( 4 ), y.toFixed( 4 ) );
}