user466534
user466534

Reputation:

checking kurtois and skewnes for normal variable

i have generated random variable according to normal distribution in excel using technique of analysis toolpak

enter image description here

what i need to know is that why kurtois of this normal variable is not equal to 3? here excel formula for calculation of kurtois

=KURT(A2:A2001)  and its corresponding value is equal to `0.14521546`

does it mean that 3 is only in case of infinity sample ? and for specific amount of sample range of amplitudes of kurtois varies between -1 and 1? here is also formula for calculation skewnes

=SKEW(A2:A2001)

-0.006510255

thanks in advance

Upvotes: 0

Views: 55

Answers (1)

Kodiak
Kodiak

Reputation: 19

Excel's KURT() function calculates excess kurtosis which is kurtosis-3.

Therefore it should be around 0 for a normally distributed random variable like in your case.

Upvotes: 1

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