The kurtosis of standard normal pdf

In summary, kurtosis is a statistical measure that describes the shape of a distribution, specifically how peaked or flat it is compared to the normal distribution. It is calculated by taking the fourth moment of the distribution and dividing it by the square of the variance, and then subtracting 3 to get the final kurtosis value. A positive kurtosis value indicates a peakier and heavier-tailed distribution, while a negative kurtosis value indicates a flatter and lighter-tailed distribution.
  • #1
pasivisku
2
0
Hi, I'm tying to solve the fourth moment of pdf of standard normal pdf. meanwhile, i have to break this one:
how to get the result of
integral of x exp (x) dx.

that would mean a great difference to me. thank you.
 
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  • #2
sorry to bother but problem solved...
I'll come to y'all next time in future
bye.
 
  • #3


Hello,

The kurtosis of a standard normal probability density function (pdf) is equal to 3. This is because the standard normal distribution is a symmetric bell-shaped curve with a mean of 0 and a standard deviation of 1, which results in a kurtosis of 3.

To solve for the fourth moment of the pdf of a standard normal distribution, you can use the formula for kurtosis which is:

Kurtosis = (1/σ^4) * ∫(x-μ)^4 * f(x) dx

where σ is the standard deviation and μ is the mean of the distribution.

Since the standard normal distribution has a mean of 0 and a standard deviation of 1, the formula simplifies to:

Kurtosis = ∫x^4 * f(x) dx

To solve for the integral of x * exp(x) dx, you can use integration by parts. Let u = x and dv = exp(x) dx. Then, du = dx and v = exp(x). Using the formula for integration by parts, we get:

∫x * exp(x) dx = x * exp(x) - ∫exp(x) dx

= x * exp(x) - exp(x) + C

= (x - 1) * exp(x) + C

Therefore, the result of the integral is (x - 1) * exp(x) + C.

I hope this helps. Let me know if you have any further questions. Thank you.
 

What is kurtosis?

Kurtosis is a statistical measure that describes the shape of a distribution. It tells us how peaked or flat the distribution is compared to the normal distribution.

What is the standard normal distribution?

The standard normal distribution, also known as the z-distribution, is a specific type of normal distribution with a mean of 0 and a standard deviation of 1. It is often used in statistics as a baseline for comparison.

How is kurtosis calculated?

Kurtosis is calculated by taking the fourth moment of a distribution, which is the sum of the fourth power of each data point, and dividing it by the square of the variance. This value is then subtracted by 3 to get the final kurtosis value.

What does a positive kurtosis value indicate?

A positive kurtosis value indicates that the distribution has a higher peak and heavier tails than the normal distribution. This is also known as leptokurtic and can be seen in distributions such as the t-distribution or chi-square distribution.

What does a negative kurtosis value indicate?

A negative kurtosis value indicates that the distribution has a flatter peak and lighter tails than the normal distribution. This is also known as platykurtic and can be seen in distributions such as the uniform distribution or exponential distribution.

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