Kurtosis Of Normal Distribution. Kurtosis is a statistical measure used to describe the degree to which scores cluster in the tails or the peak of a frequency distribution. If the distribution is closely concentrated about μ σ then kurtosis is necessarily small while if the distribution is spread out away from μ σ which will tend to simultaneously pile it up in the center and move probability into the tails in order to move it away from the shoulders fourth moment kurtosis will be large.
The kurtosis of a normal distribution equals 3. Therefore the excess kurtosis is found using the formula below. A distribution with negative excess kurtosis is called platykurtic or platykurtotic platy means broad.
The following diagram gives a general idea of how kurtosis greater than or less than 3 corresponds to non normal distribution shapes.
This definition is used so that the standard normal distribution has a kurtosis of three. Kurtosis is a statistical measure used to describe the degree to which scores cluster in the tails or the peak of a frequency distribution. If the curve of a distribution is more outlier prone or heavier tailed than a normal or mesokurtic curve then it is referred to as a leptokurtic curve. If the distribution is closely concentrated about μ σ then kurtosis is necessarily small while if the distribution is spread out away from μ σ which will tend to simultaneously pile it up in the center and move probability into the tails in order to move it away from the shoulders fourth moment kurtosis will be large.
