Kurtosis in Normal Distributions

shrek

New Member
#1
I have two normal distributions. Both have the same mean, but the first one has lower standard deviation.

1) mu=100, SD=5
2) mu=100, SD=10

Questions:
1) Does #1 have higher kurtosis than #2?
2) I read that a normal distribution has a kurtosis of 3. What does this number mean, intuitively?
 

JohnM

TS Contributor
#2
1) they should be the same if they are both normal
2) nothing, really - kurtosis is a measure of peakedness or flatness, relative to the normal distribution as a baseline - you could just subtract 3 from it so that the normal has a kurtosis of 0