Heavy-tailed distribution
= Heavy-tailed distribution
{title2=$\mathbb E e^{\theta X}=\infty\quad(\theta>0)$}
{wiki}
In the right-tail convention, every positive exponential <moment> is infinite. This is a tail property, not the assertion that the <variance> or all power moments must be infinite. A <heavy-tailed subexponential distribution> has the additional property that a sum's far tail is dominated by one large summand.