Nassim. 1) is there any need for more precise rule than exponential dist? 2) Does the data exist to test for a more precise rule?
Source date (UTC): 2017-04-07 15:14:25 UTC
Original post: https://twitter.com/i/web/status/850366157592952832
Reply addressees: @nntaleb
Replying to: https://twitter.com/i/web/status/849692842398281729
IN REPLY TO:
@nntaleb
Probability Du Jour:
The border between thin tails & fat tails resides in exponential distribution.
Maximum entropy under MAD constraint. https://t.co/cAXWRqVzS9
Original post: https://twitter.com/i/web/status/849692842398281729
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