I know the word
normal distribution. But what does a statistician call it when the curve of the distribution tails less steeply (ie falls more gradually) to the left or right?
Skew is the term that I learned in engineering school, 40-odd years ago. If the plot of a "smooth" frequency distribution is not perfectly symmetrical it is said to be skewed (or possess skewness) in one direction or the other. (I'm a little fuzzy on what goes on if the distribution "curve" is ragged.)
A distribution can be skewed due to a longer "tail" on one side or a fatter tail or both.
Skew is a convenient term since it's basic meaning is intuitive to anyone with good familiarity with English, even though the detailed technical definition is incredibly Greek.
It's simply referred to as a long-tail[ed] distribution.
In statistics, a long tail of some distributions of numbers is the portion of the distribution having a large number of occurrences far from the "head" or central part of the distribution. The distribution could involve popularities, random numbers of occurrences of events with various probabilities, etc.
A probability distribution is said to have a long tail if a larger share of population rests within its tail than would under a normal distribution. A long-tail distribution will arise with the inclusion of many values unusually far from the mean, which increase the magnitude of the skewness of the distribution. A long-tailed distribution is a particular type of heavy-tailed distribution.