fat tail definition

  • noun:
    • The reasonably high probability of a comparatively extreme result.
    • A tail of a probability distribution with notably greater kurtosis than a standard distribution (with kurtosis = 0).
    • A tail of a probability distribution with unlimited difference.
    • The fairly high probability of a relatively extreme result.
    • A tail of a probability distribution with somewhat higher kurtosis than a normal distribution (that has kurtosis = 0).
    • A tail of a probability circulation with unlimited difference.
    • The fairly high probability of a somewhat extreme result.
    • The fairly big probability of a somewhat extreme result.
    • A tail of a probability circulation with substantially higher kurtosis than a standard distribution (with kurtosis = 0).
    • A tail of a probability circulation with significantly greater kurtosis than a normal distribution (with kurtosis = 0).
    • A tail of a probability distribution with unlimited variance.
    • A tail of a probability circulation with limitless variance.

Related Sources

  • Synonym for "fat tail"
161 votes

How would you define fat tail?

All the definitions on AZdictionary were written by people just like you. Now's your chance to add your own!