Fat-tailed distribution
A fat-tailed distribution is a probability distribution that exhibits a large skewness or kurtosis, relative to that of either a normal distribution or an exponential distribution. In common usage, the terms fat-tailed and heavy-tailed are sometimes synonymous; fat-tailed is sometimes also defined as a subset of heavy-tailed. Different research communities favor one or the other largely for historical reasons, and may have differences in the precise definition of either.
Black swan theoryBollinger BandsBurstinessCauchy distributionDavid DoddDegree distributionEconophysicsEugene FamaFat-tail distribution risk estimateFat tailFat tail distributionFat tailsFinancial risk modelingForest migrationGiovanni DosiHeavy-tailed distributionHoly grail distributionImage noiseKurtosisKurtosis riskList of statistics articlesLog-normal distributionLévy distributionLévy flightMark SpitznagelMixture distributionNetwork scienceOutlierPortfolio optimizationPower lawProbability theoryRescaled rangeRiskRisk assessmentRisk managementRisk of ruinScale-free networkSeven states of randomnessSharpe ratioSmall-world network
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Fat-tailed distribution
A fat-tailed distribution is a probability distribution that exhibits a large skewness or kurtosis, relative to that of either a normal distribution or an exponential distribution. In common usage, the terms fat-tailed and heavy-tailed are sometimes synonymous; fat-tailed is sometimes also defined as a subset of heavy-tailed. Different research communities favor one or the other largely for historical reasons, and may have differences in the precise definition of either.
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A fat-tailed distribution is a ...... tions, such as the log-normal.
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肥尾分布(英語:Fat-tailed distributio ...... 不在的常態分布作比較,常態分布屬於一種細尾分布,或指數分布。
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A fat-tailed distribution is a ...... precise definition of either.
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肥尾分布(英語:Fat-tailed distributio ...... 不在的常態分布作比較,常態分布屬於一種細尾分布,或指數分布。
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Fat-tailed distribution
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肥尾分布
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