Glossary of statistical terms

facebook LinkedIn twitter Google+ Email


Kurtosis measures the "heaviness of the tails" of a distribution (in compared to a normal distribution). Kurtosis is positive if the tails are "heavier" then for a normal distribution, and negative if the tails are "lighter" than for a normal distribution. The normal distribution has kurtosis of zero.

Kurtosis characterizes the shape of a distribution - that is, its value does not depend on an arbitrary change of the scale and location of the distribution. For example, kurtosis of a sample (or population) of temperature values in Fahrenheit will not change if you transform the values to Celsius (the mean and the variance will, however, change).

The kurtosis of a distribution or sample is equal to the 4th central moment divided by the 4th power of the standard deviation, minus 3.

To calculate the kurtosis of a sample:

i) subtract the mean from each value to get a set of deviations from the mean;

ii) divide each deviation by the standard deviation of all the deviations;

iii) average the 4th power of the deviations and subtract 3 from the result.

Browse Other Glossary Entries

Want to learn more about this topic? offers over 100 courses in statistics from introductory to advanced level. Most are 4 weeks long and take place online in series of weekly lessons and assignments, requiring about 15 hours/week. Participate at your convenience; there are no set times when you must to be online. Ask questions and exchange comments with the instructor and other students on a private discussion board throughout the course.

Risk Simulation and Queuing

This course covers modeling technique making decisions in the presence of risk or uncertainty.  Specific topics include risk analysis using Monte Carlo simulation for risk simulation, queuing theory for problems involving waiting lines, and decision trees for analyzing problems with multiple discrete decision alternatives.


Back to Main Glossary

Promoting better understanding of statistics throughout the world

To celebrate the International Year of Statistics in 2013, we started a program to provide a statistical term every week, delivered directly to your inbox. The Word of the Week program proved to be quite popular, and continues. The Institute for Statistics Education offers an extensive glossary of statistical terms, available to all for reference and research. Make it your New Year's resolution to improve your own statistical knowledge! Sign up here. Rather not have more email? Simply bookmark our home page and check our “Stats Word of the Week” feature.

Want to be notified of future courses?

Student comments