Category
MultiBar Functions
Description
Statistical measure of the heaviness of the tail of a distribution of values
Syntax
Kurtosis(expr, count)
Parameters
expr  data series formula
count  lookback period
Notes
Kurtosis is calculated in the way that Excel would calculate a KURT.P function if it had one, i.e., as if the set of count values is the entire population.
The specific formula used is shown below, in the "kurt" item:
This also illustrates how these statistical functions could be calculated in the Data Section of a script, though since they're provided builtin, there's no reason to do so.
See also StdDev and Skewness.
