kurtosis UK /kəˈtəʊ.sɪs/US /kɚˈtoʊ.sɪs/ noun2 •A measure of "heaviness of the tails" of a probability distribution, defined as the fourth cumulant divided by the square of the variance of the probability distribution. •Excess kurtosis: the difference between a given distribution's kurtosis and the kurtosis of a normal distribution. formskurtoses · kurtosises