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GED_XKURT
Attachment  Size  

GED_XKURT.xlsx 
Calculates the excess kurtosis of the generalized error distribution (GED^{i}).
Syntax
GED_XKURT^{i}(V)
V
is the shape parameter (or degrees of freedom) of the distribution (V > 1).
Remarks
 The generalized error distribution is also known as the exponential power distribution.
 The probability density function of the GED is defined as:
Where:
 is the shape parameter (or degrees of freedom).
 The excesskurtosis for GED(v) is defined as:
Where:
 is the gamma function.
 is the shape parameter.
 IMPORTANTThe GED excess kurtosis is only defined for shape parameters (degrees of freedom) greater than one.
 Special Cases:

GED becomes a normal distribution.

GED approaches uniform distribution.

GED exhibits the highest excesskurtosis (3).

Examples
GED_XKURT Plot
Example 1:
A  B  

1  Formula  Description (Result) 
2  =GED_XKURT(2)  GED(2) is Normal distribution (0.000) 
3  =GED_XKURT(1.0001)  Maximum excess kurtosis of a GED is 3.0 (3.000) 
4  =GED_XKURT(100)  GED approaches uniform distribution for v >> 1 (1.199) 
Files Examples
Attachment  Size 

GED_XKURT.xlsx  13.52 KB 