1.fat-tailed distributions
The distribution of a random variable X is said to have a fat tail if
That is, if X has probability density function ,
Here the tilde notation "" refers to the asymptotic equivalence of functions.
1.fat-tailed distributions
The distribution of a random variable X is said to have a fat tail if
That is, if X has probability density function ,
Here the tilde notation "" refers to the asymptotic equivalence of functions.