A measure of the extent to which observations are clustered in the tails. For a normal distribution, the value of the kurtosis statistic is 0. For samples from a normal distribution, the values of kurtosis will fluctuate around 0. If a variable has a negative kurtosis, its distribution has lighter tails than a normal distribution. If a variable has a positive kurtosis, a larger proportion of cases fall into the tails of the distribution than into those of a normal distribution. Kurtosis can be used, along with the skewness statistic, to assess whether a variable is normally distributed.
