According to what I read from here, the kurtosis of a normal distribution should be around 3. However, when I use the kurtosis function provided by MATLAB, I could not verify it:
data1 = randn(1,20000);
v1 = kurtosis(data1)
It seems that the kurtosis of a normal distribution is around 0. I was wondering what's wrong with it. Thanks!
EDIT I am using MATLAB 2012b.
If it did that, this would be a strong indication that it was computing excess kurtosis, which is defined to be kurtosis minus three.
However, my MATLAB doesn't actually do that:
MATLAB>> data1 = randn(1,20000);
MATLAB>> kurtosis(data1)
ans =
2.9825