Definition:Kurtosis/Definition 2

Definition
Let $X$ be a random variable with mean $\mu$ and standard deviation $\sigma$.

The kurtosis of $X$ is a measure of the concentration of $X$ about its expectation.

The kurtosis of $X$ is defined as:


 * $\alpha_4 = \dfrac {\mu_4} {\paren {\mu_2}^2}$

where $\mu_i$ denotes the $i$th central moment of $X$.

Also see

 * Equivalence of Definitions of Kurtosis