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Definition of fat tail in English English dictionary
- A tail of a probability distribution with significantly higher kurtosis than a normal distribution (which has kurtosis = 0)
- A tail of a probability distribution with infinite variance
- The relatively high probability of a relatively extreme outcome
- heavy tail
- fat tails
- plural form of fat tail
Related Terms
fat tail
Turkish pronunciation
fät teylPronunciation
/ˈfat ˈtāl/ /ˈfæt ˈteɪl/
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