a

Department of Statistics, Science and Research Branch, Islamic Azad University, Tehran, Iran

b
Department of Mathematics, Iran University of Science and Technology, Tehran, Iran

c
Department of Mathematics, Islamic Azad University, Gahram, Iran
 Introduction
The usual kurtosis measure is

where :
 What is kurtosis ?
does not sort the distributions based on the height

Height
What is kurtosis ?

Height

We compute for some distributions,

Uniform, Normal, Logistic, Laplace, and
Cauchy for the above distributions the
kurtosis Measures, ,are 1.8, 3, 4.2, 6,
and respectively.
What is kurtosis ?

Height

As the height of distributions increases,

the order of distributions will be
Logistic, Cauchy, Normal, Laplace, and
Uniform respectively.
 Disadvantages of
1- It’s infinite for heavy tail distributions.

2- It doesn’t work well for some distributions such as

Ali’s scale contaminated normal distributions.

where is the standard normal distribution function.

when
But this sequence converges in distribution to the standard
normal distribution as .

3- It can be misleading as a departure from normality.

is not a sufficient condition for normality.
A Modified Measure of Kurtosis

Where p and q are quantile of order p and q, respectively

 Properties of
If f(x) > 0 for all x.

P.3. =

Proof:
since

where A(k) = And B(k) =

Lim A(k) = lim B(k) = 0 as

We show that the treatment of is as the same as

 Properties of kurtosis measure
Oja (1981) says a location and scale invariant functionl T can be
named a kurtosis measure if whenever G has at least
as much Kurtosis as F according to the definition of relative
kurtosis.
T is a kurtosis measure if :
1- It must be location and scale invariant i.e.
T(ax+b) = T(x) for a > 0
2- It must preserve one of the orderings.
Ordering << were defined in such a way that F<< G means,
in some location and scale free, that G has at least as much
mass in the center and tails as F i.e.
if F<sG then T(F) <= T(G)
Van Zwet (1964) introduced for the class of symmetric distributions an ordering < s
defined by F <s G iff is convex for x > mf. Where mf is the point of
symmetric of F. The distributions are ordered by the s ordering.

SIF < 0 iff .742 < x < 2.334 SIF > 0 iff x < .742 or x > 2.334
 tail

center
flank
We compute SIF for Logistic and Laplace to compare the
concentration probability mass in their center, flank and tails.

6 = β2(Laplace) > β2(Logistic) = 4.2

By comparing SIF of two distributions the centers

of two distributions are approximately equal.

But contamination at the tails of Laplace is more

than Logistic.

Contamination at the center has far less influence

than that in the extreme values.
Let F and G be distribution functions that are symmetric and define
We consider

G=
Shape Parameter of sharply peakedness

The values of are equal to 6 for all values of

 For < .798 the distribution is shorter than standardized
normal distribution. By increasing the distributions will
be more sharper.
Discussion:
We discuss about the properties of the usual kurtosis, then we
introduce a modified measure of kurtosis and we consider the
properties of this kurtosis measure.
We show that this kurtosis measure is robust and its treatment
is as the same as the usual kurtosis measure.
Furthermore for departure from normality the shape of the
parameter must be considered, so by noting the sharply peaked
parameter the inference of distribution of population will be
more correctly.
References: