Definition

A leptokurtic probability distribution has a positive value for Kurtosis, indicating that it is more peaked than normal. Kurtosis is a measure of the "peakedness" of a probability distribution. A kurtosis of 0 Means that the peakedness is equal to that of a standard normal probability distribution.

See Also

Kurtosis

External Links

Leptokurtosiphobia: Irrational Fear of Non-Normality by John Sall and Bradley Jones - http://www.jmp.com/news/jmpercable/15_summer2004/lepto.htm