{"id":6790,"date":"2014-05-10T20:04:09","date_gmt":"2014-05-11T03:04:09","guid":{"rendered":"http:\/\/www.blackswanreport.com\/blog\/?p=6790"},"modified":"2014-05-10T20:04:09","modified_gmt":"2014-05-11T03:04:09","slug":"a-bit-technical-but-the-paper-on-measure-of-concentration-under-fat-tails","status":"publish","type":"post","link":"https:\/\/www.blackswanreport.com\/blog\/2014\/05\/a-bit-technical-but-the-paper-on-measure-of-concentration-under-fat-tails\/","title":{"rendered":"A bit technical, but the paper on measure of concentration under fat tails&#8230;"},"content":{"rendered":"<blockquote><p>A bit technical, but the paper on measure of concentration under fat tails &#8211;just finished &#8212; also mentions Pinker&#8217;s mistakes in &#8220;The Better Angel&#8221;, but dismissing Pinker&#8217;s thesis and conclusions from microscopic sample for fat tails doesn&#8217;t require more than one single sentence. We had to add two theorems so people don&#8217;t counter us with the use of unrigorous arguments and &#8220;opinions&#8221; a la Pinker &amp; journalistic social scientists.<br \/>\n<a href=\"http:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=2434363\" target=\"_blank\">http:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=2434363<\/a><\/p>\n<p><em>On the Biases and Variability in the Estimation of Concentration Using Bracketed Quantile&#8230;In fat-tailed domains, sample measures of top centile contributions to the total concentration are biased, unstable estimators extremely sensitive to sample &#8230;<\/em><\/p><\/blockquote>\n<p>via <a href=\"https:\/\/www.facebook.com\/permalink.php?story_fbid=10152195937893375&amp;id=13012333374\">A bit technical, but the paper on measure of&#8230; &#8211; Nassim Nicholas Taleb<\/a>.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>A bit technical, but the paper on measure of concentration under fat tails &#8211;just finished &#8212; also mentions Pinker&#8217;s mistakes in &#8220;The Better Angel&#8221;, but dismissing Pinker&#8217;s thesis and conclusions from microscopic sample for fat tails doesn&#8217;t require more than one single sentence. We had to add two theorems so people don&#8217;t counter us with [&hellip;]<\/p>\n","protected":false},"author":8,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[145,445],"tags":[309],"class_list":["post-6790","post","type-post","status-publish","format-standard","hentry","category-facebook","category-papers","tag-ssrn"],"_links":{"self":[{"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/posts\/6790","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/users\/8"}],"replies":[{"embeddable":true,"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/comments?post=6790"}],"version-history":[{"count":2,"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/posts\/6790\/revisions"}],"predecessor-version":[{"id":6792,"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/posts\/6790\/revisions\/6792"}],"wp:attachment":[{"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/media?parent=6790"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/categories?post=6790"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.blackswanreport.com\/blog\/wp-json\/wp\/v2\/tags?post=6790"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}