Leptokurtic

Machine-translated from the French article

Leptokurticity, a compound word from ancient Greek λεπτός / leptós, "peeled, thin, slender" and modern Greek κυρτός / kurtos, "curved, vaulted, bulging", literally "a thin vault", designates a family of probability distributions of random variables whose tail is heavier and whose peak is more pointed than those of the normal distribution. In a distribution exhibiting leptokurticity, the tails of the distribution are heavier compared with a normal distribution. This indicates a higher probability of extreme events.