Curtosis

By the curtosis c (also kurtosis) of a distribution one defines the quotient of the fourth moment File:Hepa img226.gif about the mean E(X) and the fourth power of the standard deviation

It is large if the distribution has sizeable tails which extend much further from the mean E(x) than File:Hepa img228.gif . Since the normal distribution has c=3, it is sometimes c-3 that is called the curtosis.