5 ms·
Are they normally distributed?
by xapata 4y ago
Are they normally distributed?
- pclmulqdq 4y agoAlmost, but the distribution has slightly fat tails.
- ttymck 4y agoIs it correct to say that makes it (slightly) more like a uniform distribution, if viewed as a spectrum between one-point distribution and uniform?
- xapata 4y agoIt's hard to imagine a uniform distribution over an infinite domain, but that sounds right if you're think of it as a half-open spectrum.
- kqr 4y agoI don't think normality is required -- the sqrt(n) scaling factor comes out of variance laws and the definition of the mean. It should be true for any distribution that has a variance, and the 150-year historic return certainly has a variance.
- xapata 4y agoThe sample variance is different from the distribution variance, but I get your point.