Kurtosis is normally defined as beta_2 as given in http://mathworld.wolfram.com/Kurtosis.html
This appears to be the definition in statfns.ijs. The variant definition may be an unbiased estimator from a sample. The funny denominator is probably there for an analagous reason to estimating the population variance from a sample: S^2=(1/(n-1)) sum (x_i- xbar)^2 is an unbiased estimator of the population variance, but with denominator n it is not. Best wishes, John Tarmo Veskioja wrote: > A definition of kurtosis is given in statfns.ijs : > > NB. kurtosis = 4th moment coefficient > kurtosis=: # * +/@(^&4)@dev % *:@ssdev > > There seems to be a different definition of kurtosis given in the > Electronic Textbook from Statsoft: > http://www.statsoft.com/textbook/stathome.html > or more precisely at the bottom of page: > http://www.statsoft.com/textbook/glosi.html > > Can anyone confirm and explain the difference? > > Thanks, > Tarmo > > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm > ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
