Gamma distribution (Excess kurtosis)


In probability theory and statistics, the gamma distribution is a two-parameter family of continuous probability distributions. The common exponential distribution and chi-squared distribution are special cases of the gamma distribution. Kurtosis is any measure of the “tailedness” of the probability distribution of a real-valued random variable. In gamma distribution excess kurtosis is depended on the shape parameter k.

Related formulas


γ2Excess kurtosis (dimensionless)
kShape parameter (dimensionless)