kurtosis

A measure of shape. Provides a number to represent the relative flatness of a distribution. You can select one of three algorithms for computing kurtosis (Type 1 is the default).

The kurtosis for a normal distribution is 3.0. Several terms are used to define different shape tendencies:

• leptokurtic - steep spike and heavy tails (g2 positive)
• platykurtic - flat shape and thin tails (g2 negative)
• mesokurtic - rounded peak and moderate tails (normal dist) (g2 ~0)

 A kurtosis number is a value minus 3 (that is, a certain amount away from Normal).

R Example

> library(e1071)

> x <- rnorm(100)

> kurtosis(x)

[1] -0.7979941