Kurtosis Of Normal 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 orange curve is a normal distribution.
The normal distribution has a kurtosis value of 3. A distribution with negative excess kurtosis is called platykurtic or platykurtotic platy means broad. 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 types of kurtosis are determined by the excess kurtosis of a particular distribution.
All measures of kurtosis are compared against a standard normal distribution or bell curve. Mesokurtic leptokurtic and platykurtic. 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. Kurtosis ranges from 1 to infinity.
