From 52806e4450d4b6ec667e564bb1326b8170ebbeb2 Mon Sep 17 00:00:00 2001 From: Artyom Baranovskiy Date: Mon, 14 Jan 2013 15:35:50 +0300 Subject: [PATCH] Fix formula for computing kurtosis (provided by machinelearning.ru) --- src/Numerics/Statistics/DescriptiveStatistics.cs | 6 ++---- 1 file changed, 2 insertions(+), 4 deletions(-) diff --git a/src/Numerics/Statistics/DescriptiveStatistics.cs b/src/Numerics/Statistics/DescriptiveStatistics.cs index b89784b4..6e392615 100644 --- a/src/Numerics/Statistics/DescriptiveStatistics.cs +++ b/src/Numerics/Statistics/DescriptiveStatistics.cs @@ -357,10 +357,8 @@ namespace MathNet.Numerics.Statistics if (n > 3) { - Kurtosis = (((double)n * (n + 1)) - / ((n - 1) * (n - 2) * (n - 3)) - * (kurtosis / (Variance * Variance))) - - ((3.0 * (n - 1) * (n - 1)) / ((n - 2) * (n - 3))); + Kurtosis = ((double)n * n - 1) / ((n - 2) * (n - 3)) + * (n * kurtosis / (variance * variance) - 3 + 6.0 / (n + 1)); } } }