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Tag Archives: Kolmogorov-Smirnov

Real World Risk Certificate, Borjana, Zari, Markowicz, Stoyan Stoyanov, Kolmogorov-Smirnov, Apple pen | Twitter

@nntaleb As if the rebels never killed civilians? What are you drinking? @janinedigi Permalink 3:34 PM – 26 Feb 2016 @LieraMarco “When you remove religion, people start believing in all kinds of bullshit, such as economics” @nntaleb #RWRI Permalink 12:34 PM – 26 Feb 2016 @nntaleb OK I just bought the Apple pen (and the […]

Would-be Error Detectors: Suit Up | AllAboutAlpha

Taleb writes thus: “Many have the illusion that ‘because Kolmogorov-Smirnov is nonparametric’, it is therefore immune to the nature specific distribution under the test….” What does that mean? The Kolmogorov-Smirnov test is a standard measure of how a certain data sample compares with a reference probability distribution. It focuses on the largest observed distance between […]