How to find skewness and kurtosis correctly in pandas?
bias=False
print(
stats.kurtosis(x, bias=False), pd.DataFrame(x).kurtosis()[0],
stats.skew(x, bias=False), pd.DataFrame(x).skew()[0],
sep='\n'
)
-0.31467107631025515
-0.31467107631025604
-0.4447887763159889
-0.444788776315989
Pandas calculate UNBIASED estimator of the population kurtosis. Look at the Wikipedia for formulas: https://www.wikiwand.com/en/Kurtosis
Calculate kurtosis from scratch
import numpy as np
import pandas as pd
import scipy
x = np.array([0, 3, 4, 1, 2, 3, 0, 2, 1, 3, 2, 0,
2, 2, 3, 2, 5, 2, 3, 999])
k2 = x.var(ddof=1) # default numpy is biased, ddof = 0
sum_term = ((x-xbar)**4).sum()
factor = (n+1) * n / (n-1) / (n-2) / (n-3)
second = - 3 * (n-1) * (n-1) / (n-2) / (n-3)
first = factor * sum_term / k2 / k2
G2 = first + second
G2 # 19.998428728659768
Calculate kurtosis using numpy/scipy
scipy.stats.kurtosis(x,bias=False) # 19.998428728659757
Calculate kurtosis using pandas
pd.DataFrame(x).kurtosis() # 19.998429
Similarly, you can also calculate skewness.