How can I prove the experiment data follows heavy-tail distribution?

Question

I have several test results of server response delay. According to our theory analysis, the delay distribution should have heavy-tail behavior. But how could I prove that the test result does follow heavy-tail distribution?

Answer 1

I am not an expert, but I think that estimating the kurtosis of your delay distribution would be a good start.

If you know the theoretical delay distribution, you can also do a goodness of fit test.