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My favourite is Mandelbrot's heuristic converse of the central limit theorem: the only variables that are normal are those that are sums of many variables of fi
by enriquto 5y ago
My favourite is Mandelbrot's heuristic converse of the central limit theorem: the only variables that are normal are those that are sums of many variables of finite variance.
- klysm 5y agoI have not heard that before, but that seems like a very strong statement to know! How does interact with sample size though? Seems hard to formulate precisely…
- enriquto 5y ago> Seems hard to formulate precisely… Well, it's an heuristic ;) The idea is that if you ever find a distribution that seems to be normal, you look for the finite variance variables that are lurking behind it. If you do not find these variables, then your distribution was not likely normal.