I wrote about some key takeaways from @nntaleb's new technical book, Statistical Consequences of Thick Tailshttps://t.co/Qj5ab0WtpJ— F Y Isaac (@gelmanisaac) December 23, 2020
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
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 well.
#clipping #reading #link