Nassim Nicholas Taleb @nntaleb
If data can be explained by BOTH fat tails & thin tails, then it must be fat tailed. This is the Masquerade Problem: there is a hierarchy of distributions. Note: Every Power law can be explained ex post by a sum of Poissons. But a Poisson cannot be explained by a PL. #RWRI https://t.co/ulVYNoYIfr — PolitiTweet.org