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recent bookmarks from jmNassim Taleb: retire Standard Deviation2014-01-15T21:32:15+00:00
http://www.edge.org/response-detail/25401
jmstatistics standard-deviation stddev maths nassim-taleb deviation volatility rmse distributionshttps://pinboard.in/https://pinboard.in/u:jm/b:f9906de54f2e/Fat Tails2013-07-02T20:44:37+00:00
http://vudlab.com/fat-tails.html
jmA fat-tailed distribution looks normal but the parts far away from the average are thicker, meaning a higher chance of huge deviations. [...] Fat tails don't mean more variance; just different variance. For a given variance, a higher chance of extreme deviations implies a lower chance of medium ones.
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