image
Physics Forums Logo
image
image
* Register * Upgrade Blogs Library Staff Rules Mark Forums Read
image
image   image
image

Go Back   Physics Forums > Mathematics > Set Theory, Logic, Probability, Statistics


Reply

image Difference between standard deviation and kurtosis Share It Thread Tools Search this Thread image
Old Jun29-09, 05:23 PM                  #1
blerg

blerg is Offline:
Posts: 57
Difference between standard deviation and kurtosis

I'm new to studying statistics but it seems to me like standard deviation and kurtosis measure the same thing.
The higher the standard deviation, the more spread out the data is, while the lower the kurtosis the more spread out the data is.

I'm sure I'm wrong about this so can someone help me out with what I'm missing?
  Reply With Quote
Old Jun29-09, 05:46 PM                  #2
D H

D H is Online:
Posts: 4,169
Recognitions:
Homework Helper Homework Helper
Science Advisor Science Advisor
Re: Difference between standard deviation and kurtosis

Kurtosis measures something quite distinct from the variance. The kurtosis is the fourth moment about the mean divided by the square of the variance, less three. (Not everyone subtracts 3 from the result). Regardless of the variance, all normal distributions have a kurtosis of 0 (or 3 depending on how you define kurtosis).

One way to look at kurtosis is that it measures the width of a random distribution compared to that of a normal distribution with the same mean and variance as the distribution in question. If the distribution is symmetric about the mean, a distribution with a positive kurtosis will have a sharper peak and much longer tails than does the normal distribution. The opposite is the case for distributions with a negative kurtosis.
  Reply With Quote
Old Jul1-09, 09:01 AM                  #3
blerg

blerg is Offline:
Posts: 57
Re: Difference between standard deviation and kurtosis

Ok i understand now. I think I was looking at figures incorrectly. Thank you.
  Reply With Quote
image image
Reply
Thread Tools


Similar Threads for: Difference between standard deviation and kurtosis
Thread Thread Starter Forum Replies Last Post
Standard deviation versus absolute mean deviation Twinbee Set Theory, Logic, Probability, Statistics 2 Jun6-09 02:24 PM
Mean Absolute Deviation/Standard Deviation Ratio kimberley Set Theory, Logic, Probability, Statistics 4 Nov29-07 11:12 AM
the kurtosis of standard normal pdf pasivisku Calculus & Analysis 1 Apr15-07 12:41 PM
Changes to Standard Deviation?? The Bob Set Theory, Logic, Probability, Statistics 8 Oct31-04 11:54 AM
Standard Deviation Elkay Introductory Physics 2 May29-04 05:23 PM

Powered by vBulletin Copyright ©2000 - 2009, Jelsoft Enterprises Ltd. © 2009 Physics Forums
Sciam | physorgPhysorg.com Science News Partner
image
image   image