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Tag Archives: Gamma distribution

Conundrum of the Gamma distribution

https://twitter.com/nntaleb/status/616651702331133952 Conundrum of the Gamma distribution https://twitter.com/nntaleb/status/616602963876786176 Proof of the degradation of predictability; model error compounds. Adding one variable can make error up 1000-fold https://dl.dropboxusercontent.com/u/50282823/predictability.pdf