Is a Kurtosis Value of 60 Possible for a Non-Gaussian Histogram?

  • Thread starter Zacku
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In summary: This might be a sign of non-normality. A high skewness and kurtosis might indicate that the data is not distributed normally, which could mean there is something wrong with the data. Additionally, a high kurtosis might suggest that the data is more clustered around the peak than is typical.
  • #1
Zacku
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Hello everyone,

I explain my problem: I have a set of histograms that do not appear normal (in the sense of the normal distribution). I need to convince a referee that it is in fact not normal. I have checked the skewness and the kurtosis and the former is at -2 and the latter is 60 !

I know these values seem non usual but I really double checked and I didn't make any mistake in the calculation of the third and fourth moments.

I would like to know if such a high value for the kurtosis is possible if the histogram is obviously non gaussian.

Just to give you an idea, I join a typical histogram that returns me these crazy values.

Thanks for any comment you would have.

Zacku
 

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  • #2
Zacku said:
Hello everyone,

I explain my problem: I have a set of histograms that do not appear normal (in the sense of the normal distribution). I need to convince a referee that it is in fact not normal.

Well, graphically you could plot on the top of the histogram the normal distribution so that the referee can see how different they are.

Checking the 3rd and 4th moments directly is not the way to go when testing for normality in a distribution. There are many different tests of normality like, for instance, the Jarque–Bera test which takes into account the the skewness and kurtosis matching a normal distribution. Just use one of the many you can find in the literature.
 
  • #3
This is just a random sample I presume Single samples will rarely take the form of an ideal normal distribution unless the sample size is fairly large.. Moreover, there's a difference between normality and the Standard Normal distribution where the variance has a fixed relationship to the shape of the curve. Here, the variance is small which supports your estimate of the mean. The normality assumption would probably hold here, but as viralux says, there are specific tests for normality.
 
  • #4
SW VandeCarr said:
This is just a random sample I presume Single samples will rarely take the form of an ideal normal distribution unless the sample size is fairly large.. Moreover, there's a difference between normality and the Standard Normal distribution where the variance has a fixed relationship to the shape of the curve. Here, the variance is small which supports your estimate of the mean. The normality assumption would probably hold here, but as viralux says, there are specific tests for normality.
I will try other tests then. But just to specify that the histogram I showed is indeed a one sample histogram bu that contains 50000 points in it.
 
  • #5
Zacku said:
I will try other tests then. But just to specify that the histogram I showed is indeed a one sample histogram bu that contains 50000 points in it.

In that case, you might have more than one distribution. That is, two (or more) variables showing up as a joint distribution. You have an obvious major peak and some kind of additional activity to the right. Also, this might be some kind of decay pattern which would be skewed. What exactly is this?
 
Last edited:

1. What is Kurtosis and why is it important?

Kurtosis is a statistical measure that describes the shape of a distribution. It tells us how much a distribution differs from a normal distribution, which has a kurtosis value of 3. A high kurtosis value indicates that the distribution has more extreme values, or outliers, than a normal distribution. This can impact the accuracy of statistical analyses and should be considered when interpreting data.

2. What is considered a high kurtosis value?

A kurtosis value greater than 3 is considered high, indicating an excessive number of outliers in the distribution. A value less than 3 is considered low and indicates a flatter distribution with fewer outliers.

3. What causes a distribution to have excessively high kurtosis?

There are several potential causes for a distribution to have a high kurtosis value. These include: a small sample size, presence of extreme values or outliers, and a non-normal underlying population distribution.

4. What are the implications of a distribution with excessively high kurtosis?

A distribution with excessively high kurtosis can impact the accuracy of statistical analyses, as it may make assumptions of normality invalid. This can result in incorrect conclusions being drawn from the data. Additionally, it can make it more difficult to compare data from different distributions.

5. How can I address excessively high kurtosis?

If the cause of the high kurtosis is a small sample size, collecting more data may help to reduce the kurtosis value. If the cause is extreme values or outliers, these can be identified and removed from the dataset. In some cases, transforming the data using mathematical functions such as logarithms may also help to reduce the kurtosis value.

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