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Many statistical packages (SAS IIRC) subtract 3 from the kurtosis to set a normal distribution at 0. This is an infuriating tendency.
by Fomite 13y ago
Many statistical packages (SAS IIRC) subtract 3 from the kurtosis to set a normal distribution at 0. This is an infuriating tendency.
- madcaptenor 13y agoThere are some good reasons for this. For example, if Y is the sum of n independent and identically distributed random variables with the distribution of X, then the kurtosis of Y is 1/n times the kurtosis of X. This doesn't hold without subtracting 3.