How to make a statistical inference in fat tailed domain. Typically statisticians don’t deal with power laws, which is left to physicists who, owing to the stability of their domain, do not do statistical inference. We show errors of using the sample mean as an estimate. The presentation discusses some papers including debunking Pinker’s bogus statistics in his book on violence.
Nassim Taleb: The Law Of Large Numbers And Fat Tailed Distributions
Coho Capital 2Q20 Commentary: Podcasts, The New Talk Radio
Coho Capital commentary for the second quarter ended June 30, 2020. Q2 2020 hedge fund letters, conferences and more Dear Partners, Coho Capital returned 46.6% during the first half of the year compared to a loss of 3.1% in the S&P 500. Many of our holdings, such as Netflix, Amazon, and Spotify, were perceived beneficiaries Read More