A measure of the peakedness of a distribution. The measure (usually denoted by β2 or κ), was introduced by Karl Pearson before 1905. The measure is given by
where μ4 is the fourth central moment of the distribution and μ2 is the variance. It is invariant under a change of scale or origin.
An alternative definition uses (β2−3) to give a value of 0 for the normal distribution. With this definition, a distribution having negative kurtosis is described as being platykurtic (flatter), and a distribution having positive kurtosis is described as being leptokurtic (more peaked). A distribution having kurtosis zero is described as mesokurtic.