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Interpretation of the Kurtosis Statistic

Author(s): Brad S. Chissom


Source: The American Statistician, Vol. 24, No. 4 (Oct., 1970), pp. 19-22
Published by: Taylor & Francis, Ltd. on behalf of the American Statistical Association
Stable URL: http://www.jstor.org/stable/2681309
Accessed: 07-09-2017 06:48 UTC

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needs. A generalized micro data tabulating system, if Here is why we can't: These general programs are
made accessible to the research analyst, would be a very complex and represent an extension of the art of
powerful research tool. The Australian system can be using computers. Th-ey require all the power a computer
used for research. In fact, we have used it in BLS. has anid therefore are written, in part or entirely, in
Earlier I cited a BLS researeh project which would the language of the machine at the eenter where they
have used a wide range of cross tabulations of labor were developed. Thus, if we had a "clean" micro file
force household reports (micro data) which traditional and wished to use present generalized programs, we
methods would not permit without costly programming. could run a tabulation on a CDC 3600, store summary
In point of fact, using the Australian program we data and retrieve them on an IBM 7074 and analyze
derived precisely the comparisons mentioned, and many the results on a UNIVAC 1108-an imposing array of
others besides, at a fraction of the cost of ad hoe pro- equipment but hardly one the typical statisticiani can
gramming. And, to deal with another point left dangling afford.
earlier, the system allowed us to expand sample tallies
to universe statistics (estimates) by applying the blow-
Conclusion
up factor to each case.
My picture of the principles of processing statistical
Screening data is both incomplete and over simplified. Real life
is admittedly more difficult and complex. I did not
The last milestone, marking a return to our starting
discuss, for example, sample selection, mail and control
point, is the screening or editing module. I know of no
of schedules, and similar activities. Nor did I recognize
generalized solution of this programming problem. And
that survey conditions vary and that these may impose
I do not know if any one has tackled it, although we
special requiremenits which are not met in the general
are considering the problem. My hunceh is that the
modules.
secret of a generalized screening program lies at the
Nevertheless, I believe that my maiii point is valid.
heart of the general micro tabulation program, sinice
Having learned to process large files to gaini a pre-
the underlying operations are similar.
defined goal, we survey statisticians now need to
change directions to keep pace with the promise of the
A Generalized Systemii
electronic computer. Rather than tailoring each special
Where do we stand? Some might say that the land- job when it arises by ad h1oc meanis we should program
scape is not niearly as bleak as I painted it at the the computer to do the work whiceh most surveys liave
outset-that is, my complaint about reinventing the in common aind then deal with the difference among
wheel for each new major survey may not be valid. surveys as they arise. There is a double profit in such
For, if we do have general solutions for tabulation of a course. We would conserve resources and offer our-
micro data, calculation of summary figures, storing selves and our colleagues in otlher social sciences a
these, retrieving and analyzing, why not use them? better chance to explore the masses of data which we
Programs are often transferred from one installation have colleeted.
to another.

Interpretation of the Kurtosis Statistic

BRAD S. CHISSOM
Georgia Southern College

Abstract In the study of distributions of mneasures the first


A description of the kurtosis statistic has long been overlooked two moments, A, the mean, and a2, the variance, are
by authors in statistics and measurement. This sttudy illustrates considered at length by most textbooks dealing with
how the kurtosis statistic may be correctly interpreted when it is statistics. The third moment, a3, the skewness, is given
computed for approximately normal, rectangular, and bimodal
some emphasis, but usually only enough to enable the
distributions of measures. The results of the study point out that
in rectangular distribution-s the kurtosis value is approximately student to distinguislh between a positive and a negative
-1.20 to -1.25. Other results point out that the number of skew. The fourth moment of a distribution, a4, the
cases in the tails of the distribution drastically affect the kurtosis kurtosis, is typically given only limited treatment, and
value. Truncation in the tails of a distribution may cause the leaves much to be explained. The typical presentation
kurtosis value to change from positive to negative with only the
appears to be complete if the student is informed that
deletion of a small number of cases. Finally, the results point
out the fact that a perfectly bimodal distribution of measures leptokurtic and platykurtic distributions are peaked
has a kurtosis value of -2.00. and flat respectively.

19

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It is the purpose of this paper to expand the some- computation of all the kurtosis values were obtained
what limited knowledge on the subject of kurtosis. from runs of a computer program.
Further, this paper is designed to provide practitioners
and students of educational research with enough Leptokurtic Distributions
knowledge of the fourth moment statistic, kurtosis, so
As an orientation point, consider a perfectly sym-
that it may be interpreted correctly.
metric distribution of measures that approximates a
The first point to be made in this discussion is the
normal distribution. To this distribution a great many
use of an appropriate formula for kurtosis. Kurtosis is
cases are added to the middle of the distribution causing
defined as: The ratio of the average of the fourth
a peak to occur (See Figure 1). The kurtosis value
power of the deviations from the mean, to the square
changes from zero for the normal distribution to +.62
of the variance.
indicating a leptokurtic distribution.
Symbolically it is:

a4 - 4
90.0

Interestingly enough, when the above formula is ap-


plied the value for a normal distribution turns out to 80.0
be equal to +3. To be in accord with the value of
skewness (a3) for a normal distribution which is zero
(0), the formula for kurtosis includes a corrective factor
of -3. The use of the corrective factor in computing F
R
kurtosis has the effect of making both skewness and E Cases added to a
kurtosis equal to zero for a normal distribution of
Q 60.0 normal distribution
measures and aids in the interpretation of both sta- U Kurtosis value changes
tistics. N
E from 0.00 to .+62
Derivations of the formula for kurtosis have been
50.0
set forth by Gulliksen (1950) and Horst (1966) in
writings dealing with measurement applied to education.
The formula used for computations is: 40.0

2(x-,u) 4 -N
a4 = - 3
30.0

With the knowledge that the kurtosis of a normal


distribution as derived by the above formula is equal
to zero, leptokurtic and platykurtic distributions have 20.0

been defined in terms of deviations from the normal


distribution. Thus, the usual definitions are:
10.0

Leptokurtic-A distribution that is "peaked,"

a4 > 0,
and I ? I .0 1 7.0 33.0 49.0

Platykurtic-A distribution that is "flat," a4 < 0. MEASUREMENT

Nonetheless, it is shown here that an attempt to include Figure 1. Illustrating the inecrease in kurtosis with the additio
the kurtosis value in the definition of the distribution of cases to the middle of the distribution creating a peaked
distribution of measuremenits.
may lead to erroneous assumptions about the distri-
bution. That is, defining a leptokurtic distribution as
a distribution with a positive kurtosis value may not
Now, if the bottom row of the distribution is dupli-
be accurate in all cases. This paper shows that lepto-
cated, (one equal frequency at each existing value along
kurtic ("peaked") distributions do not always fit the
the horizontal axis is added), this has the effect of
usual definition given above.
truncating the tails of the distribution. The kurtosis
value is reduced from +.62 to +.17 (See Figure 2).
METHOD
As more rows are added and truncation in the tails
In order to illustrate various characteristics of the becomes more pronounced, the kurtosis value becomes
kurtosis statistic, predetermined score distributions smaller and smaller. This serves to illustrate an often
were used as input data for computer analyses. Histo- overlooked point about kurtosis. In order to have a
grams to illustrate the variations in the kurtosis of positive kurtosis value the distribution of measures
leptokurtic, platykurtic, and bimodal distributions and must not only be peaked, but must contain a good

20 The American Statistician, October, 1970

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distribution, the kuurtosis wvill remaini conistant (See
Figure 4). If a rectanigular distribution of measures
105 0

F that is oriented vertically is conisidered, it might be


R 90.0
defined as a peaked distributioni. This vertical orien-
E

U
tation can result in a misinterpretation of kurtosis. It is
N
o EU 75 0 a fact that for all perfectly rectangular distributions,
Y
no matter lhow oriented, the kurtosis value will fall
60 0

approximately in thie range - 1.20 to -1.25. This

45 0
value will be considerably smaller if the distribution
does not have a reasonable number of intervals along
30 0 the horizontal axis. Table 1 summarizes the change in
kurtosis value that occurs when only a small number
15 0 ~-ORIGINAL cx4=+ 62 of intervals are used for the rectangular distribution.
ADD ONE ROW 014 =+ 17
_____ _____ ____ _____ ____ _____ ____ ADD TW O ROW S c-4 = - II These examples serve to illustrate some seldom con-
ADD THREE ROWS a04 = - 29
10
I
ADD
0 17 0
FOUR
330 490
ROWS 04 =-.43 sidered points about rectangular distributions, and re-

MEASUREMENT
emplhasize the importance of the tails of the distri-
bution in determining kurtosis.
Figurie 2. Illustrating the decrease in kurtosis wheii the bottom
row of a peaked distributioni is duplicated.

number of cases in the tails, i.e. a tailing off effect


must be present. The mathematical explanation is that
Q -WITH TWO ROWS ADDED
the denominator of the kurtosis formula, the varianee U 2-eW ITH ONE ROW ADDED
squared, increases faster than the numerator, tlhus re-
N a, 4 =-I.202 I OR IGNAL
ducing the kurtosis value. These results point out that
y 20 40 60 80
the definition of a leptokurtic distribution should not
MEASUREMENT
include the specification that the kurtosis value be
Figure 4. Illustrating the conistancy of kurtosis with the addition
positive.
of cases vertically to a perfectly rectangular distribuition of
measuriements.
Platykurtic Distributions

A second useful orientation point is a perfectly rec-


tangular distribution of measures. This type of distri-
TABLE 1
bution is, by our definition, platykurtic.
The next distribution of scores to consider: is in the Inlerease in Kurtosis Resultinig from ani Ilnerease
shape of a horizontal rectangle for wlichl the kurtosis in the Number of Iltervals in a Distribution

is equal to - 1.203. (It is interesting to note that most


perfectly rectangular distributions considered in edu- Ntumbel of Whole
cational research have a kurtosis value of approxi- Number Values Usinig
mately - 1.20 to - 1.25.) If cases are added to either Coinsecutive Integers Kurtosis Value

end of the rectangle, the kurtosis value will increase


2 -2.00
(See Figure 3). That is, the value will tend to the
::3 -1.50
positive. If equal rows are added to the rectangular
4 -1 .36
- 1.30
6 -1.27
7 -1.25

F
R
E
Q 4 Bimodal Distributions
U
E Add 70 Cases N=100 Add 10 Cases N 40 For a perfectly symmetrical bimodal distribution
N 2 04 =1.200 cx4 = -1.202
C (equal frequencies for two different values of the
measure), the kurtosis value is a constant -2.00. This
means that inl thle formula for kSurtosis : (r- g) 4/N is
20 40 60 80 100
equal to o-, and the result is -2.00. That is, the
MEASUREMENT
numerator anld the denominator are equal, yielding a
Figure 3. Illustrating the increase in kurtosis with the additionl
value of +1. When 3 is subtracted from it the result
of cases horizonltally to a perfectly rectangular distribution of
measurements. is -2.00. This result is illustrated in both Figure 5

21

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point well worth remembering when considering kur-
tosis. The peakedness of a distribution may also be
20.0
falsely interpreted if only the kurtosis statistic is con-

KURTOSIS VALUE=
sidered due to the effects of truncation.
Alonig with the effect of truncation, the effect of a
F 12.0 -12.00
R bimodal distribution on the kurtosis value is of im-
E
portance. It is difficult to determine the shape of a
Q
U distributioin from the kurtosis value aione, since almost
E 10.0
N
aiiy distribution may have a negative kurtosis value.
C
Therefore, when interipreting the kurtosis statistic the
Y
interpreter should be careful to consider more than the
5.0 kurtosis value of a distribution before labeling a distri-
bution as leptokurtic or platykurtic.
1.0

12.0 18.0 24.0

MEASUREMENT

Figure 5. Illustrating the constant kurtosis value of -2.00 for a


perfectly symmetrical bimodal distribution of measurements. REFERENCES

Gullikseii, H. Theory of Mental Tests. New York: Johii Wiley &


Soils, Inc., 1950.

and Table 1. A more represeintative example of a per- Horst, P. Psychological Measurement and P-ecldictiori. Belmonit,
California: Wadsworth Publishing Company, Inc., 1966.
fectly symmetrical bimodal distribution is depicted in
Figure 6. As cases are added to either side of the two
modes, the kurtosis value increases, again illustrating
the importance of the distribution tails in the compu-
tation of the kurtosis statistic.

20.0
F .E Original Modes -
R 014 = 2.00 McGILL UNIVERSITY
0 15.0 =-
invites applications from statisticians for appoint-
N
ment as Assistant Professor in the' Department of
C 10.0 Epidemiology and Health. The statistician will join
a small team providing courses to graduate students
and to medical undergraduates and offering a con-
5.07 sultancy service throughout the Faculty of Medicine
which carries out a great deal of research. Extensive
I .0
computing facilities are available and there will be
9.0 15.0 21.0 27.0 ample opportunity for the development of research
interests. The location is a pleasant new building in
MEASUREMENT
downtown Montreal linked to a large teaching hos-
Figure 6. Illustrating the increase in kurtosis with the addition
pital. Applicants should have at least a Master's de-
of cases to the modes of a perfectly symmetrical bimodal
distribution of measurements. gree in statistics and have several years of experience
with statistics inl medicine, either clinical or epide-
miological, or in a biological field. A keen interest in
the application of statistical techniques to medical
problems and the ability to work with doctors are
SUMMAR,Y
essential. Write, with a curriculum vitae, including
It is important to remember that kurtosis is de- abstract of thesis, list of publications, and names and

pendent upon the peak in the distribution and the addresses of three referees, to Professor F.D.K. Liddell,

distribution tails, and a major emphasis must be placed 3775 University Street, Montreal 110, Quebec. Please
state your research interests and intentions, and your
on the tails of the distribution in the determination of
salary requirements.
the fourth moment. Without a tailing off of the distri-
bution tails, an adequate representation and subsequent
interpretation of the kurtosis statistic is difficult to
obtain. The effect of truncated distribution tails is a

22 The American Statistician, October, 1970

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