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Kurtosis

 

 

 

 

Category

Multi-Bar 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 built-in, there's no reason to do so.

See also StdDev and Skewness.

 

 

 

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