Pareto Distribution

I didn't realize that the standard heavy-tailed distribution is the Pareto Distribution. It's a Heavy-tailed distribution which follows the Power Law. It is commonly used to describe wealth distributions.

Update (10/25/10): Another distribution I didn't know about is the negative multinomial distribution. Seems like I would have come across this with all of my work in text classification. Then again, length never seemed to be that useful in determining classification (esp. compared to words). And, I bet even the single failure negative multinomial had too-light of a tail to model actual document lengths accurately.