In
probability theory and
statistics,
kurtosis (from ,
kyrtos or
kurtos, meaning "curved, arching") is a measure of the "tailedness" of the
probability distribution of a
real-valued
random variable. In a similar way to the concept of
skewness,
kurtosis is a descriptor of the shape of a probability distribution and, just as for skewness, there are different ways of quantifying it for a theoretical distribution and corresponding ways of estimating it from a sample from a population. Depending on the particular measure of kurtosis that is used, there are various interpretations of kurtosis, and of how particular measures should be interpreted; these are primarily tail weight, peakedness (width of peak), and lack of shoulders (distribution primarily peak and tails, not in between).