Nassim Nicholas Taleb

@nntaleb ↗

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Last Checked May 14, 2022

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Wed Apr 27 20:37:36 +0000 2022

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Nassim Nicholas Taleb @nntaleb

@Stefano_Peron @financequant https://t.co/Tdbw0hBxrP — PolitiTweet.org

Posted April 27, 2022

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Nassim Nicholas Taleb @nntaleb

@Stefano_Peron @financequant Actually, Pareto is already multiplicative. If you maximize entropy under constraints E[x}, V[x], you get a normal. Under constrainsts E[Log[x]], V[log[x^2]], you get a lognormal, and under just E[Log[x]], you get Pareto. It is sort of a super Lognormal. — PolitiTweet.org

Posted April 27, 2022

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Nassim Nicholas Taleb @nntaleb

@Stefano_Peron @financequant The Power law is a superlognormal — PolitiTweet.org

Posted April 27, 2022