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MENTAL MODEL · M5762

Kurtosis

Kurtosis
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Version 1.0.0 · Updated 2026-07-28

CORE DEFINITION

Kurtosis, also known as peakedness, in statistics measures the tailedness of the probability distribution of a real-valued random variable. High kurtosis means that the increase in variance is caused by infrequent extreme deviations from the mean, either above or below.

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Kurtosis, also known as peakedness, in statistics measures the tailedness of the probability distribution of a real-valued random variable. High kurtosis means that the increase in variance is caused by infrequent extreme deviations from the mean, either above or below.

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Describes the 'steepness' and 'tail thickness' of a distribution: high kurtosis (leptokurtic) concentrates data near the mean but has extreme values (fat tails) with probability much higher than normal. The mechanism is 'sensitivity to extreme risk'.

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Source support: Explicit

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    zh.wikipedia.orghttps://zh.wikipedia.org/wiki/%E5%B3%B0%E5%BA%A6ZH · Explicit
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