TRUE to compute the parameter formula. FALSE to compute the sample statistic formula.
Value
A value of an excessive kurtosis with a test statistic if the population is specified as TRUE
Details
The excessive kurtosis computed is g2. The parameter excessive kurtosis $\gamma_{2}$ formula is
$$\gamma_{2} = \frac{\mu_{4}}{\mu^{2}_{2}} - 3,$$
where $\mu_{i}$ denotes the $i$ order central moment.
The excessive kurtosis formula for sample statistic $g_{2}$ is
$$g_{2} = \frac{k_{4}}{k^{2}_{2}},$$
where $k_{i}$ are the $i$ order k-statistic.
The standard error of the excessive kurtosis is
$$Var(\hat{g}_2) = \frac{24}{N}$$
where $N$ is the sample size.
References
Weisstein, Eric W. (n.d.). Kurtosis. Retrived from MathWorld--A Wolfram Web Resource http://mathworld.wolfram.com/Kurtosis.html