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heavy tails

To: s-plus user list <s-news@lists.biostat.wustl.edu>
Subject: heavy tails
From: Xao Ping <xao_ping@yahoo.com>
Date: Sat, 5 May 2007 12:25:55 -0700 (PDT)
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Dear All:
Is there any formal test to check the hypothesis that a certain empirical distribution belongs to some family of "heavy tailed" distributions? Note, I would not like to explicitly specify the analytical form of the hypothesised distribution. I just want to know weather or not the tails are heavy. Does it make sense to pose such a question at all?
Thanks
Xao Ping
R&R Pharmakinetics
Taiwan


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