'heavy-tailedness' originates from modern English, specifically formed from the words 'heavy', 'tail', and the suffix '-ness', where 'heavy' meant 'weighty', 'tail' referred to the 'rear end' or 'extremity', and '-ness' denoted a 'state or quality'.

'heavy' traces to Old English 'hefig' meaning 'weighty'; 'tail' traces to Old English 'tægl' meaning 'tail'; the suffix '-ness' comes from Old English '-nes(s)a' used to form nouns. The compound adjective 'heavy-tailed' arose in 20th-century statistical English to describe distributions, and 'heavy-tailedness' developed as the noun naming that property.

Initially the components described a literal 'weighty tail'; over time the compound became a technical term in probability and statistics for the property of distributions whose tails are 'heavy' (i.e., have slowly decaying probabilities), and now denotes that statistical property.