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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Fat-tailed distribution ： ウィキペディア英語版 Fat-tailed distribution A fat-tailed distribution is a probability distribution that has the property, along with the other heavy-tailed distributions, that it exhibits large skewness or kurtosis. This comparison is often made relative to the normal distribution, or to the exponential distribution. Fat-tailed distributions have been empirically encountered in a variety of areas: economics, physics, and earth sciences. Some fat-tailed distributions have power law decay in the tail of the distribution, but do not necessarily follow a power law everywhere. ==Definition== The distribution of a random variable ''X'' is said to have a fat tail if :$$ \Pr() \sim x^\textx \to \infty,\qquad \alpha > 0.\, That is, if ''X'' has probability density function $f\_X(x)$, :$$ f_X(x) \sim x^ \textx \to \infty, \qquad \alpha > 0.\, Here the tilde notation "$\backslash sim$" refers to the asymptotic equivalence of functions. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Fat-tailed distribution」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.