High Kurtosis Graph. The solid line shows the normal distribution and the dotted line shows a distribution with a positive kurtosis value. Where the probability mass is concentrated around the mean and the data generating process produces occasional values far from the mean where the probability mass is concentrated in the tails of the distribution.
A distribution with a positive kurtosis value indicates that the distribution has heavier tails than the normal distribution. A high kurtosis is more often caused by processes that directly contribute to a high peak than by processes that directly contribute to fat tails. May have high positive or negative kurtosis values while nearly normal distributions will have kurtosis values close to 0.
For kurtosis extremely not normal dist.
High values of κ arise in two circumstances. That is data sets with high kurtosis tend to have heavy tails or outliers. Focus on the mean and median. A high kurtosis is more often caused by processes that directly contribute to a high peak than by processes that directly contribute to fat tails.
