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Statistical Consequences of Fat Tails

Real World Preasymptotics, Epistemology, and Applications

by Nassim Nicholas Taleb · 2020 · 441 pages

About This Book

A technical foundation for the Incerto series, this book explores the mathematical properties of fat-tailed distributions. It investigates why conventional statistical methods fail when extreme events dominate the mean and provides a framework for decision-making under uncertainty.

Book Details

Published

2020

Pages

441

Language

en

ISBN

9781544508054

Series

Part 1 of Technical Incerto

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