Nassim Nicholas Taleb

@nntaleb ↗

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Last Checked Sept. 8, 2022

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Thu Aug 25 19:32:48 +0000 2022

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Nassim Nicholas Taleb @nntaleb

@mikeharrisNY Infinite mean is very, vey realistic. Most derivatives do, many penny stocks, etc. It means the mean is sample dependent with no ceiling. Doesn't show in finite sample by definition. IID is not central as you can relax it without changing the sign of the inequality. — PolitiTweet.org

Posted Aug. 25, 2022

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Nassim Nicholas Taleb @nntaleb

The great Paul Embrechts w/collaborators just proved the dominance of 1/n under v. fat tails, something I didn't realize was never proved. https://t.co/1lEcUcN3rz The proof is along the lines of the inequality quizzes of the late Alexander Bogomolny, bless his memory. #RWRI https://t.co/R2H9UQxaCk — PolitiTweet.org

Posted Aug. 25, 2022

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Nassim Nicholas Taleb @nntaleb

@mikeharrisNY Yes in reality. Infinite <=> Nonconvergent mean regardless of sample size. — PolitiTweet.org

Posted Aug. 25, 2022