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Fat-tailed distribution - Wikipedia

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A fat-tailed distribution is a probability distribution that exhibits a large skewness or kurtosis, relative to that of either a normal distribution or an exponential distribution.[when defined as?] In common usage, the terms fat-tailed and heavy-tailed are sometimes synonymous; fat-tailed is sometimes also defined as a subset of heavy-tailed. Different research communities favor one or the other largely for historical reasons, and may have differences in the precise definition of either. Fat-tailed distributions have been empirically encountered in a variety of areas: physics, earth sciences, economics and political science. The class of fat-tailed distributions includes those whose tails decay like a power law, which is a common point of reference in their use in the scientific literature. However, fat-tailed distributions also include other slowly-decaying distributions, such as the log-normal.[1] The most extreme case of a fat tail is given by a distribution whose tail decays like

Fat-tailed distribution - Wikipedia Jump to content From Wikipedia, the free encyclopedia Probability distribution with high skewness or kurtosis "Fat tail" redirects here. For the type of domestic sheep, see Fat-tailed sheep . This article needs more citations . Please help improve this article by adding citations to reliable sources . Unsourced material may be challenged and removed . Find sources: "Fat-tailed distribution" – news · newspapers · books · scholar · JSTOR ( April 2010 ) ( Learn how and when to remove this message ) A fat-tailed distribution is a probability distribution that ex

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