KURTOSIS

Applies to: ✅ Data 360 SQL ✅ Tableau Hyper API

Computes the unbiased excess kurtosis of input values. Excess kurtosis measures how heavy-tailed a distribution is relative to a normal distribution: positive values indicate heavier tails and more frequent outliers, negative values indicate lighter tails, and zero matches the normal distribution.

  • <expression>: An expression of any numerical type.

Returns a double precision value.

Returns NULL when fewer than four non-null input values are provided or when all non-null values are identical.

  • Returns excess kurtosis (Fisher definition): a normal distribution has KURTOSIS of 0, not 3. Add 3 to convert to raw (Pearson) kurtosis.
  • Uses an unbiased sample formula with finite-sample bias correction.
  • Ignores NULL inputs. Any NaN or infinite input propagates to a NaN result.

Find the excess kurtosis of response times.

Compute kurtosis for each endpoint to flag those whose latency has the heaviest tails.

Report skewness and kurtosis side by side to summarize the shape of daily returns per ticker.