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Copy file name to clipboardExpand all lines: lectures/heavy_tails.md
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The Pareto distribution is also heavy-tailed.
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Less formally, a **heavy-tailed** distribution is one that is not exponentially bounded (i.e. the tails are heavier than the exponential distribution).
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Less formally, a heavy-tailed distribution is one that is not exponentially bounded (i.e. the tails are heavier than the exponential distribution).
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A distribution $F$ on $\mathbb R_+$ is called **light-tailed** if it is not heavy-tailed.
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