Fat-tail Definition

noun
The relatively high probability of a relatively extreme outcome.
Wiktionary

(statistics, probability) A tail of a probability distribution with significantly higher kurtosis than a normal distribution (which has kurtosis = 0).

Wiktionary

(statistics, probability) A tail of a probability distribution with infinite variance.

Wiktionary
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Other Word Forms of Fat-tail

Noun

Singular:
fat-tail
Plural:
fat-tails

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