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Tag Archives: Masquerade Problem

This is a technical version of the “Masquerade Problem”…

Update 4/8/20.  A reader has pointed out that the pdf this post linked to is no longer valid. They subsequently tweeted to NNT asking how to follow up on the Masquerade Problem and were directed to the recent version of the ‘Technical Incerto’ currently hosted and available to download as ‘Statistical Consequences of Fat Tails: […]