QUANT: What is a distribution's tail

[oktavian]

Hi, if a unimodal distribution has 2 tails, where do they start and end? At the mode (the hump), or the arithmetic mean?
Thanks

 

[Daniel.V]

always the mean

 

[S2000magician]

Generally when we talk about the tail(s) of a distribution, we mean areas that are far removed from the mean/median/mode, but the exact starting point for a tail is quite subjective. For a normal distribution, one author may intend that the tails start at μ ± 3σ, while another author may intend that they start at μ ± 4σ. There is no clear-cut, universal definition of a tail’s starting point.

 

[MrSmart]

The tails are hypothetical analogies.
Technically, a normal distribution is made of two large symmetrical tails.

 

[S2000magician]

MrSmart wrote:The tails are hypothetical analogies.
Technically, a normal distribution is made of two large symmetrical tails.

Technically?
According to what technique?

 

[MrSmart]

S2000magician wrote:

MrSmart wrote:The tails are hypothetical analogies.
Technically, a normal distribution is made of two large symmetrical tails.

Technically?
According to what technique?

Just basic pattern recognition.