Sub-Gaussian distribution

A sub-gaussian distribution is a type of probability distribution (a way of showing how likely it is for something to happen). It’s a kind of bell-shaped curve, but with the tall part and wide bottom flattened out. Think of a mountain cat stretching and laying down and the mountain is flatter than normal. Sub-gaussian distributions have more variability in the probability than normal bell-shaped curves, which means it's more possible to get different results than with a normal distribution.