KURTOSIS Function
Returns the kurtosis.
| Category: | Descriptive Statistics |
|---|---|
| Returned data type: | DOUBLE |
Table of Contents
Syntax
Required Argument
expression
specifies any valid expression that evaluates to a numeric value.
| Requirement | At least four non-null or nonmissing arguments are required. Otherwise, the function returns a null or missing value. |
|---|---|
| Data type | DOUBLE |
| See | DS2 Expressions in SAS DS2 Programmer’s Guide |
Details
Kurtosis is primarily a measure of the heaviness of the tails of a distribution. Large kurtosis values indicate that the distribution has heavy tails.
Null values and missing values are ignored and are not included in the computation.
If all non-null or nonmissing arguments have equal values, the kurtosis is mathematically undefined and the KURTOSIS function returns a null or missing value.
Example
The following program illustrates the KURTOSIS function:
proc ds2;
data test(overwrite=yes);
dcl double x1 x2 x3 x4 x5;
method run();
x1=kurtosis(5, 9, 3, 6);
x2=kurtosis(5, 8, 9, 6, .);
x3=kurtosis(8, 9, 6, 1);
x4=kurtosis(8, 1, 6, 1);
x5=kurtosis(of x1-x4);
put _all_;
end;
enddata;
run;
quit;SAS writes the following output to the log:
x1=0.92799999999999 x2=-3.3 x3=1.5 x4=-4.48337950138504 x5=-5.06569275379433 _N_=1