Kurtosis test - mauriceling/mauriceling.github.io GitHub Wiki

Purpose: To test whether the sample data has normal kurtosis.

Null hypothesis: Sample is drawn from a population with kurtosis of normal distribution.

Alternate hypothesis: Sample is not drawn from a population with kurtosis of normal distribution.

Code:

>>> from scipy import stats
>>> X = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20]
>>> result = stats.kurtosistest(X)
>>> print("Z-score = %.3f" % result[0])
Z-score = -1.706
>>> print("p-value = %.3f" % result[1])
p-value = 0.088

Reference:

  1. Anscombe FJ, Glynn WJ. 1983. Distribution of the kurtosis statistic b2 for normal samples. Biometrika 70, 227-234.