Kurtosis of a signal

Kurtosis is a statistical parameter used to characterize a signal . In essence it provides a measure of the “peakedness” of a random signal . Signals that have a higher kurtosis value have more peaks that are greater than three-sigma; that is, peaks that are greater than three times the RMS value of the signal .

1. What does a kurtosis of 3 mean?
2. What is kurtosis value?
3. What kurtosis is acceptable?

What does a kurtosis of 3 mean?

When kurtosis is equal to 3, the distribution is mesokurtic. This means the kurtosis is the same as the normal distribution, it is mesokurtic (medium peak). The kurtosis of a mesokurtic distribution is neither high nor low, rather it is considered to be a baseline for the two other classifications.

What is kurtosis value?

The expected value of kurtosis is 3. This is observed in a symmetric distribution. A kurtosis greater than three will indicate Positive Kurtosis. In this case, the value of kurtosis will range from 1 to infinity. Further, a kurtosis less than three will mean a negative kurtosis.

What kurtosis is acceptable?

The values for asymmetry and kurtosis between -2 and +2 are considered acceptable in order to prove normal univariate distribution (George & Mallery, 2010). Hair et al. (2010) and Bryne (2010) argued that data is considered to be normal if skewness is between ‐2 to +2 and kurtosis is between ‐7 to +7.