Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications 豆 0.0分

资源最后更新于 2020-08-18 15:41:53

作者：Nassim Nicholas Taleb

出版社：STEM Academic Press

出版日期：2020-01

ISBN：9781544508054

文件格式： pdf

标签： 统计 金融 科学和心理学 数学和计算机 数学 投资|金融|商业 思维

简介· · · · · ·

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 dress.” Traditional asymptotics deal mainly with either n=1 or n=∞, and the real world is in between, under the “laws of the medium ...