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Kurtosis
The kurtosis is the fourth moment about the mean divided by the square of the variance. It is a nondimensional quantity which measures the relative "peakedness" or flatness of a distribution, relative to a normal distribution. A distribution with positive kurtosis is called leptokurtic; a distribution with negative kurtosis is called platykurtic. An in-between distribution is called mesokurtic.

Kurtosis is a measure of how outlier-prone a distribution is. The kurtosis of the normal distribution is 3. Distributions that are more outlier-prone than the normal distribution have kurtosis greater than 3; distributions that are less outlier-prone have kurtosis less than 3.


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