Nassim Nicholas Taleb

@nntaleb ↗

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Last Checked Aug. 22, 2021

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Sun Aug 22 09:57:28 +0000 2021

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Nassim Nicholas Taleb @nntaleb

Note: the "MUST" is ~MUST since there are other candidate distributions (gamma, lognormal) but then must be monstrously skewed for STD to be uninformative under v. Large summation. — PolitiTweet.org

Posted Aug. 22, 2021

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Nassim Nicholas Taleb @nntaleb

@pedroscasal @gallir Also when for n of >10k, when the std is half the mean you can eliminate lognormal, gamma, etc. simply because it doesn't add up. STD is meaningless as 2 sigmas can't make it negative. — PolitiTweet.org

Posted Aug. 22, 2021

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Nassim Nicholas Taleb @nntaleb

@pedroscasal @gallir Consider that each entry is a sum of 365 random variables... — PolitiTweet.org

Posted Aug. 22, 2021