Kurtosis is a measure of the tailedness of a distribution. Distributions can be compared
to the Normal distribution by whether their kurtosis is higher, lower or the same as that of the
Normal distribution.
A distribution with a negative excess kurtosis is called 'platykurtic', a distribution
with a positive excess kurtosis is called 'leptokurtic' and a distribution with an excess
kurtosis equal to zero is called 'mesokurtic'.