  I report a new statistical distribution formulated to confront the infamous,
long-standing, computational/modeling challenge presented by highly skewed
and/or leptokurtic ("fat- or heavy-tailed") data. The distribution is
straightforward, flexible and effective. Even when working with far fewer data
points than are routinely required, it models non-Gaussian data samples, from
peak center through far tails, within the context of a single probability
density function (PDF) that is valid over an extremely broad range of
dispersions and probability densities. The distribution is a precision tool to
characterize the great risk and the great opportunity inherent in fat-tailed
data.
