Nassim Nicholas Taleb @nntaleb
David figured out what economists did not: all metrics linked to a fat-tailed variable (say variance) will me MUCH MORE fat tailed. — PolitiTweet.org
David Salazar @DavidSalazarVir
The LLN converges very slowly for fat-tailed variables. But it's even slower for its higher moments (see the max-to… https://t.co/QYfGPY3iqv