《厚尾的统计后果》封面

厚尾的统计后果

Statistical Consequences of Fat Tails

Nassim Nicholas Taleb · 初版 2020 年

4人推荐
11位读者提及
11次提及

为什么值得读

  • 系统阐述厚尾分布在真实世界中的统计规律
  • 探讨极端风险与传统投资组合理论的缺陷
  • 结合认识论分析预见极端事件的应用法则

Hacker News 上怎么说

  • 纳西姆·塔勒布(Nassim Taleb)写的《Statistical Consequences of Fat Tails》。

    Statistical Consequences of Fat Tails by Nassim Taleb.

  • 关于这个话题最新的力作是纳西姆·塔勒布写的《Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications》。我太喜欢这份 PDF 了,甚至直接买了实体书。https://arxiv.org/abs/2001.10488

    The latest on this is “Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications” by Nassim Taleb. I liked this PDF so much I bought the book. https://arxiv.org/abs/2001.10488

  • 你应该去读读塔勒布的新书《Statistical Consequences of Fat Tails》

    you should read Taleb's new book "Statistical Consequences of Fat Tails"

  • ……“投资者应持有全球多元化投资组合”——2020年1月21日。你要是听了他的,这会儿早就被拉到后院枪毙、送进武汉最好的火葬场了……还不如去读读《Statistical Consequences of Fat Tails》[0] [0] https://arxiv.org/abs/2001.10488

    …investors hold a global, diversified portfolio" - Jan 21 2020 Had you have listened to him, you would have just been taken out back, shot, and put in one of wuhans finest crematoriums… better off reading "Statistical Consequences of Fat Tails"[0] [0] https://arxiv.org/abs/2001.10488

  • 我也在用同样的套路学基础统计学,啃塔勒布的《Statistical Consequences of Fat Tails》,就是他献给麻辣鸡(Nicki Minaj)的那本书

    I am applying the same technique trying to learn basic statistics by reading Taleb's "Statistical consequences of Fat Tails", the book he dedicated to Nicki Minaj

  • 摘自《Statistical Consequences of Fat Tails》(N. Taleb):“中心极限定理我们以后会翻来覆去讲到吐,但这里先给个直观感受。它的意思是,n 个具有有限二阶矩的独立随机变量相加,最终形式看起来就像……

    From the Statistical Consequences of Fat Tails (N. Taleb): "We will address ad nauseam the central limit theorem but here is the initial intuition. It states that n-summed independent random variables with finite second moment end up looking like…

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