Lately I’ve been thinking about how to measure the fatness of the tails of a distribution. After some searching, I came across the Pareto Tail Index method. This seems to be used mostly in economics. It works by finding the decay rate of the tail. It’s complicated, both in formula and in it’s R implementation










Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).