The degree of peakedness of a distribution, also called the Excess or Excess Coefficient. Kurtosis is
denoted (or ) or and computed by taking the fourth Moment of a distribution. A
distribution with a high peak
is called Leptokurtic, a flat-topped curve
is called
Platykurtic, and the normal distribution
is called Mesokurtic. Let denote the th
Moment
. The Fisher Kurtosis is defined by

(1) |

(2) |

(3) |

(4) |

**References**

Abramowitz, M. and Stegun, C. A. (Eds.).
*Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing.*
New York: Dover, p. 928, 1972.

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. ``Moments of a Distribution: Mean,
Variance, Skewness, and So Forth.'' §14.1 in
*Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed.* Cambridge, England:
Cambridge University Press, pp. 604-609, 1992.

© 1996-9

1999-05-26