Question

How does Taleb's Kappa metric relate fat-tailed distributions to Gaussians?

score 254 · Answer 1 · 2021-02-07 04:05:17

254

Views

How does Taleb's Kappa metric relate fat-tailed distributions to Gaussians?

Published on 07 Feb 2021 - 4:05

score 19 · Answer 2 · 2026-03-25 01:25:59

19

Views

tail of a 2D normal distribution

Published on 25 Mar 2026 - 1:25

score 229 · Answer 3 · 2021-03-05 13:54:20

229

Views

Proof check: Using Hanson-Wright inequality to concentrate a quadratic form $y^\top A y$ where both $y$ and $A$ are random but independent

Published on 05 Mar 2021 - 13:54

score 55 · Answer 4 · 2021-03-11 03:09:39

55

Views

product of limits proof

Published on 11 Mar 2021 - 3:09

score 42 · Answer 5 · 2021-04-02 14:21:02

42

Views

Are there any known Chernoff/Hoeffding bounds for the case of "almost independence"?

Published on 02 Apr 2021 - 14:21

score 105 · Answer 6 · 2021-04-07 15:33:46

105

Views

Is the following tail bound on the Binomial distribution accurate?

Published on 07 Apr 2021 - 15:33

score 928 · Answer 7 · 2026-02-24 09:50:14

928

Views

Tail Probabilities of Multi-Variate Normal

Published on 24 Feb 2026 - 9:50

score 129 · Answer 8 · 2026-03-25 09:46:23

129

Views

Linear mean excess function implies a generalized pareto distribution

Published on 25 Mar 2026 - 9:46

score 27 · Answer 9 · 2026-02-23 17:49:03

27

Views

Find $\lim_{x\uparrow 1}\mathbb{P}(F_Y(Y)>x|F_X(X)>x)$ where $X,Y$ poisson

Published on 23 Feb 2026 - 17:49

score 105 · Answer 10 · 2026-03-25 11:32:37

105

Views

How this limit prove the Frechet Distribution has Heavy Tails?

Published on 25 Mar 2026 - 11:32

score 100 · Answer 11 · 2021-06-09 16:47:04

100

Views

The smallest choice of $k$ so that $\sum_{i=0}^k {n \choose i} p^i (1-p)^{n-i}$ is lower bounded by a constant

Published on 09 Jun 2021 - 16:47

score 262 · Answer 12 · 2026-02-24 15:01:48

262

Views

Distribution of absolute value sum of independent normal random variables

Published on 24 Feb 2026 - 15:01

score 76 · Answer 13 · 2021-06-30 15:18:12

76

Views

Concentration / convergence of a gaussian random multivariate polynomial: computing mean and variance

Published on 30 Jun 2021 - 15:18

score 76 · Answer 14 · 2021-07-09 21:13:58

76

Views

Tails of a Conditional Normal Distribution

Published on 09 Jul 2021 - 21:13

score 42 · Answer 15 · 2021-07-15 22:26:54

42

Views

Sample size required to hit at least a constant fraction of a set.

Published on 15 Jul 2021 - 22:26

List Question

How does Taleb's Kappa metric relate fat-tailed distributions to Gaussians?

tail of a 2D normal distribution

Proof check: Using Hanson-Wright inequality to concentrate a quadratic form $y^\top A y$ where both $y$ and $A$ are random but independent

product of limits proof

Are there any known Chernoff/Hoeffding bounds for the case of "almost independence"?

Is the following tail bound on the Binomial distribution accurate?

Tail Probabilities of Multi-Variate Normal

Linear mean excess function implies a generalized pareto distribution

Find $\lim_{x\uparrow 1}\mathbb{P}(F_Y(Y)>x|F_X(X)>x)$ where $X,Y$ poisson

How this limit prove the Frechet Distribution has Heavy Tails?

The smallest choice of $k$ so that $\sum_{i=0}^k {n \choose i} p^i (1-p)^{n-i}$ is lower bounded by a constant

Distribution of absolute value sum of independent normal random variables

Concentration / convergence of a gaussian random multivariate polynomial: computing mean and variance

Tails of a Conditional Normal Distribution

Sample size required to hit at least a constant fraction of a set.

Trending Questions

Popular # Hahtags

Popular Questions