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
Other Word Forms of Fat-tail
Noun
Singular:
fat-tailPlural:
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