Nassim Nicholas Taleb

@nntaleb ↗

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Last Checked Aug. 22, 2021

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Sun Aug 22 13:19:59 +0000 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

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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

@Toshiki_trades @pedroscasal @gallir 1) You know the distribution is not realistic: too skewed for a 365 day sum. 2) These fakers are not going to use a lornormal or gamma dist. If they were sophisticated they would not have mean = ½ STD. Uniform on Excel is the easiest. — PolitiTweet.org

Posted Aug. 22, 2021