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Excess kurtosis

As explained in Statistics Every Programmer Needs

Excess kurtosis is kurtosis measured relative to the normal distribution, with zero indicating normal-distribution tail behavior.

Excess kurtosis measures tail behavior relative to a normal distribution. A value of zero matches normal-distribution tails; positive values indicate more outliers, while negative values indicate fewer. section 12.5.4

Interpret the statistic by comparing its value with zero:

  • Zero indicates tail behavior matching a normal, or Gaussian, distribution. section 12.5.4
  • Positive values indicate more extreme observations or outliers than a typical normal distribution. section 12.5.4
  • Negative values indicate fewer extreme observations than a typical normal distribution. section 12.5.4

Computing mantissa kurtosis

For population data transformed into mantissas, compute Fisher excess kurtosis with SciPy: `from scipy.stats import kurtosis; kurtosis(populations['mantissa'], fisher=True)`. The observed result is approximately `-1.178`, indicating fewer tails than a normal distribution. section 12.5.4

>>> from scipy.stats import kurtosis
>>> print(kurtosis(populations['mantissa'], fisher = True))
-1.177858418956045

Inspect the direct SciPy calculation used to obtain the excess-kurtosis value. section 12.5.4

How Statistics Every Programmer Needs covers it

How deep it goes
Defines tail interpretation and demonstrates computation, but does not derive the statistic mathematically.
Examples
Uses transformed world-population mantissas and reports an excess-kurtosis value near -1.178.
What it assumes
Assumes basic distributions and logarithmic mantissas while defining the statistic's interpretation directly.
What you can do after
Apply it via SciPy to quantify whether observed data have more or fewer tails than a normal distribution.
How it connects
Connects excess kurtosis with mantissas, Benford's law, skewness, and normal distributions.

Related concepts

This explainer was generated by Manning's knowledge graph from the text of Statistics Every Programmer Needs. The section links point to the parts of the book it draws on.