Package org.apache.commons.math.stat.descriptive.moment

Class Kurtosis

  • All Implemented Interfaces:
    java.io.Serializable, StorelessUnivariateStatistic, UnivariateStatistic
    public class Kurtosis
extends AbstractStorelessUnivariateStatistic
implements java.io.Serializable
    Computes the Kurtosis of the available values.

    We use the following (unbiased) formula to define kurtosis:

    kurtosis = { [n(n+1) / (n -1)(n - 2)(n-3)] sum[(x_i - mean)^4] / std^4 } - [3(n-1)^2 / (n-2)(n-3)]

    where n is the number of values, mean is the Mean and std is the StandardDeviation

    Note that this statistic is undefined for n < 4. Double.Nan is returned when there is not sufficient data to compute the statistic.

    Note that this implementation is not synchronized. If multiple threads access an instance of this class concurrently, and at least one of the threads invokes the increment() or clear() method, it must be synchronized externally.

    Version:
    $Revision: 1006299 $ $Date: 2010-10-10 16:47:17 +0200 (dim. 10 oct. 2010) $
    See Also:
    Serialized Form

    • Field Detail

      • moment

        protected FourthMoment moment
        Fourth Moment on which this statistic is based

      • incMoment

        protected boolean incMoment
        Determines whether or not this statistic can be incremented or cleared.

        Statistics based on (constructed from) external moments cannot be incremented or cleared.

    • Constructor Detail

      • Kurtosis

        public Kurtosis()
        Construct a Kurtosis

      • Kurtosis

        public Kurtosis​(FourthMoment m4)
        Construct a Kurtosis from an external moment
        Parameters:
        m4 - external Moment

      • Kurtosis

        public Kurtosis​(Kurtosis original)
        Copy constructor, creates a new Kurtosis identical to the original
        Parameters:
        original - the Kurtosis instance to copy