Machine Learning & Data Science Probability Distributions Kurtosis

Kurtosis is a statistical measure that defines how heavily the tails of a distribution differ from the tails of a normal distribution. $$ Kurtosis = E[(\frac{X-\mu}{\sigma})^{4}]= \frac{E[(X - \mu)^4]}{\sigma^4} $$ In this equation, $E[(X - μ)^4]$ is the fourth moment about the mean, μ is the mean, X represents each value from the dataset and σ is the standard deviation.