5 ms·
I've seen variations of this comment in multiple threads, and have to ask: is there a good paper or textbook that spells this out?
by willhslade 10y ago
I've seen variations of this comment in multiple threads, and have to ask: is there a good paper or textbook that spells this out?
- srean 10y agoI would say go with books on (i) heavy tailed distributions and another on (ii) stable distributions. Communities that have quickly wizened up to the deficiencies of the Gaussian assumption are (a) mathematical finance (b) statistical analysis of network packets. Following that literature might also be useful.