Tag Archives: randomness

Randomness of Correlation

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This tutorial presents the intuitions of the randomness of sample correlation (spurious correlation) and the methodologies in derivations.
Some later sections are somewhat technical as rederived an old equation with more precise functions (in order to apply to fat tails) and showed the distribution of the maximum of d variables with n points per variable.
This paves the way to the real scientific work on random matric theory under fat tails and failure of Marchenko-Pastur.
CorrelationDistribution(10/16)
https://dl.dropboxusercontent.com/u/50282823/CorrelationDistribution.nb.pdf

“Randomness” – 2008 IdeaFestival

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“Randomness” by philosopher and scholar of randomness Nassim Nicholas Taleb at the 2008 IdeaFestival – proudly sponsored by the University of Kentucky a Presenting Sponsor of the international IdeaFestival.

Part one.

Part two.

Founded in 2000, the IdeaFestival is a world-class event that attracts diverse and leading thinkers from across the nation and around the globe to explore and celebrate innovation and cutting-edge ideas. It is a unique non-linear program designed to stretch people’s thinking, utilizing multiple venues to showcase and discuss important ideas in science, the arts, design, business, film, technology, education, etc. The Festival is designed to appeal to a broad cross-section of people – and presenters are selected for their ideas and accomplishments, and their ability to communicate to a wide-ranging audience.