196 citations · 544 across the 24 of their papers we have counts for
4 papers · 1 filter
A Short Note on P-Value Hacking
Nassim Nicholas Taleb
We present the expected values from p-value hacking as a choice of the minimum p-value among independents tests, which can be considerably lower than the "true" p-value, even w…
On the shadow moments of apparently infinite-mean phenomena
Nassim Nicholas Taleb, Pasquale Cirillo
We propose an approach to compute the conditional moments of fat-tailed phenomena that, only looking at data, could be mistakenly considered as having infinite mean. This type of p…
On the statistical properties and tail risk of violent conflicts
Pasquale Cirillo, Nassim Nicholas Taleb
We examine statistical pictures of violent conflicts over the last 2000 years, finding techniques for dealing with incompleteness and unreliability of historical data. We introduce…
On the Super-Additivity and Estimation Biases of Quantile Contributions
Nassim N Taleb, Raphael Douady
Sample measures of top centile contributions to the total (concentration) are downward biased, unstable estimators, extremely sensitive to sample size and concave in accounting for…