Kurtosis is a measure of how well a distribution matches a
Gaussian distribution. A Gaussian distribution has a kurtosis
of 0
. Negative kurtosis indicates a flatter
distribution curve, while positive kurtosis indicates a
sharper, thinner curve.
Skewness is a measure of distribution asymmetry. A symmetrical
distribution has skewness 0
. A positive skewness
indicates a long tail towards higher values, while a negative
skewness indicates a long tail towards lower values.
Kurtosis is calculated as:
sum( (ES - mean(ES))^4) / ((length(ES)-1) * sd(ES)^4 )
Skewness is calculated as:
sum( (ES - mean(ES))^3) / ((length(ES)-1) * sd(ES)^3 )