Taleb distribution is a kind of probability distribution used to show how certain things or events happen in different ways. It is used to describe rare events, like winning the lottery. In this kind of distribution, some events are very probable (you are more likely to win the lottery) while some events are very rare (you are less likely to win the lottery). This is an example of how Taleb distribution works:
If you have a jar with 100 marbles in it, each of which are either red, blue, or green. The chances of drawing each of the marbles is different: red has a 70% chance of being drawn, blue has a 20% chance, and green has a 10% chance. This is an example of a Taleb distribution, because it shows that the probability of some events (red) are higher than others (green).