Need Clarifications on Kurtosis

Why Leptokurtic has larger variance than a Mesokurtic one? I thought Leptokurtic has higher peak around the mean, so the variance should be less???

1 Comment

johnFebruary 3rd, 2009 at 10:14 pm

May, yes, leptokurtic has larger peak but also larger extreme value probabilities. Maybe this is what you overlooked. So, these extreme value will contribute a substantial amount to the total Kurtosis (Sum(density*(x-xmean)^4/sigma^4)) because x is very large for the extreme values. That’s why Leptokurtic has kurtosis>3.

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