Kurtosis of non standard normal distribution
By John Campbell •
Say if I have a X~N($\mu,\sigma^2$) Have I can find the kurtosis from kurtosis of standard normal distribution = 3?
$\endgroup$1 Answer
$\begingroup$All normal distributions can be seen as location- and scale-adjusted forms of a standard normal.
Since kurtosis is unaffected by scale and location changes, the kurtosis will not change, so is $3$ for all normal distributions (and the excess kurtosis is $0$ for those who think that way)
$\endgroup$