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This article is part of WikiProject Definitions. Consider editing to improve it. View articles referencing this definition.

A property of some probability distributions exhibiting large kurtosis relative to the normal distribution, which itself is an example of an exceptionally thin tail distribution. "Fat tail" refer to the end of the curve (i.e. the tail) and distributions with fat tails have higher likelihood of occurrences that would otherwise be high sigma (standard deviation) in a normal distribution.

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