A basic simple question, but of quite a bit of importance to me: I'm dealing with a rather gaussian distribution, and I want to calculate the kurtosis of the distribution. Is it necessary to adjust the gaussian distribution to a standardnormal distribution to calculate the kurtosis or not? In other words: is kurtosis dependent of the variance of the distribution. I expect this not to be the case. Therefore I obtained the kurtosis without standardisation. In a further step I correlated a few variables, and kurtosis and standarddeviation seemed to be very significant correlated. This could be inherent to my data, and would be very interesting, but therefore I would have to be sure kurtosis and variance/standarddeviation are independent! So here comes my question again: are they independent, and if they are: are they under any circumstance independent or are there limitations?
With kind regards, Tim . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
