What Is Skewness And Kurtosis For Normal Distribution. A distribution with a negative kurtosis value indicates that the distribution has lighter tails and a flatter peak than the normal distribution. Different measures of kurtosis may have different interpretations.
Hence a curve is regarded as skewed if it is shifted towards the right or the left. It is used to describe the extreme values in one versus the other tail. Distributions greater than 3 are called leptokurtic and less than 3 are called platykurtic.
Moment based measure of skewness β 1 𝜇3 2 𝜇2 3 Pearsons coefficient of skewness γ 1 β 1 Kurtosis Kurtosis refers to the degree of peakedness of a frequency curve.
For example data that follow a beta distribution with first and second shape parameters equal to 2 have a negative kurtosis value. The typical skewness statistic is not quite a measure of symmetry in the way people suspect cf here. Nov 09 2020 Most commonly a distribution is described by its mean and variance which are the first and second moments respectively. Today we will try to give a brief explanation of these measures and we will show how we can calculate them in R.
