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.

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  • Definition for "fat tail"
    • The reasonably high probability of a comparatively extreme…
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