I wrote about some key takeaways from @nntaleb's new technical book, Statistical Consequences of Thick Tailshttps://t.co/Qj5ab0WtpJ It's a short review on fat tails in plain english, including the relationship between moments, tail indices, and pseudo-convergence pic.twitter.com/X5Zbmc088J — F Y Isaac (@gelmanisaac) December 23, 2020 source link a surprisingly readable rundown on fat tails that will force you to brush up on some old stats stuff. oh, and there’s wolfram/mathematica code to explore as
i’m curious as to how long this link will last. that said, pretty solid advice and reasonable take on things. far less abrasive than his twitter feed would have you think.