fat tail


Also found in: Wikipedia.

fat tail

n
a tail on a probability distribution that indicates a high level of risk
References in periodicals archive ?
From the blue shot in a green sea turtle--a big male, evidenced by its long, fat tail. It seemed to be in a hurry.
Meanwhile, falling from the sky to a fat tail smack we've got the OC's Patrick Ryan, flying into the pro ranks for the storied Black Label brand.
(2013), VaR violates subadditivity only when the tail index estimate exceeds 2 which describes a super fat tail behavior.
Harnai sheep is a major fat tail sheep breed of Balochistan province and commonly found in district Loralai, Ziarat, Harnai and Sanjawi districts of Balochistan.
"On your probability distribution, the Black Swan is the fat tail, something that has a very remote probability of failure, but if you have failure, the consequences are horrendous and catastrophic.
There are 27 sheep breeds in Pakistan which are classified in to two major groups such as thin tail sheep fat tail sheep.
flipped the tent over and there sat the culprit--a small, brown scorpion with a fat tail full of venom.
Almost all Iranian sheep breeds have large fat tails Fat tail and other adipose depots; negatively affect the sale of sheep by sheep industries in some country like Iran.
The fat tail of Cetus is marked by 2nd-magnitude Beta ([beta]) Ceti, also called Diphda or Deneb Kaitos.
In response, PSCF includes a "fat tail" distribution (a probability distribution that is heavily asymmetrical) that should be applied to highly variable series like the revenue base for capital gains taxes.
While black swan events are a subset of rare or "fat tail" events, not all fat tail events can be considered black swans.
But a handful of extreme events can cause the curve to splay out in what is known as a long or fat tail (red).