Topics: Measure of Shape - Statistics


Given a variable and its kurtosis, its excess kurtosis (also known as Fisher’s coefficient) is defined as:


Excess kurtosis describes how arched the variable’s mass is. When , we say that is mesokurtic; a normal distribution is mesokurtic.

When , we say that is leptokurtic (in red):

(courtesy of Wikimedia Commons)

When , we say that is platykurtic (in red):

(courtesy of Wikimedia Commons)