Changing units or shifting the origin preserves kurtosis. For real constants and , the mean of is , its variance is , and its fourth central moment is . The factors cancel in the ratio, even for negative . Hence excess kurtosis is also unchanged. For example, and have the same kurtosis, although their means and variances differ. The case produces zero variance and is excluded.

Articles by others on the same topic (0)

There are currently no matching articles.