| 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: 348519 $ $Date: 2005-11-23 12:12:18 -0700 (Wed, 23 Nov 2005) $ | 