I have a RNA-seq count data which I suspect to have a Poisson distribution except that the right tail is quit 'heavy'. Does anyone know some heavy-tailed distribution? It would be better if it also has implementations in R. Thanks so much!
Common heavy-tailed distributions[edit]All commonly used heavy-tailed distributions are subexponential.
Those that are one-tailed include:
the Pareto distribution;
the Log-normal distribution;
the Lévy distribution;
the Weibull distribution with shape parameter less than 1;
the Burr distribution;
the log-gamma distribution;
the log-Cauchy distribution, sometimes described as having a "super-heavy tail" because it exhibits logarithmic decay producing a heavier tail than the Pareto distribution.
Those that are two-tailed include:
The Cauchy distribution, itself a special case of both the stable distribution and the t-distribution;
The family of stable distributions, excepting the special case of the normal distribution within that family. Some stable distributions are one-sided (or supported by a half-line), see e.g. Lévy distribution. See also financial models with long-tailed distributions and volatility clustering.
I think it should be a log-normal. So just log it and throw a normality test at it. I know there's still a lot of debate about how legitimate a log transformation really is, but i think it is fine.