Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications by Nassim Nicholas Taleb

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Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications

Nassim Nicholas Taleb

446 pages hardcover 2020

1 edition

nonfiction mathematics challenging informative reflective medium-paced
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The book investigates the misapplication of conventional statistical techniques to fat tailed distributions and looks for remedies, when possible. Switching from thin tailed to fat tailed distributions requires more than "changing the color of the...

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