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Even worse there are people (utter frauds of course) who confuse MAD and MAD! In all seriousness, there is much confusion between Median Absolute Deviation and Mean Absolute Deviation out there. Ironically the MAD in this article is still not a robust measure of variation in data as it will break for the many distributions that have undefined/infinite mean (Cauchy and Levy as examples).

Even then many summary statistics rely on a well-defined PDF which is also not true for many real life cases. I think most data scientists out there are very familiar with quantiles, which are often more useful as all random variables have a CDF (and the quantile is just the inverse CDF).

I quite enjoy Taleb's writing (I tend to find his ego a bit amusing) but I think even he is guilty of Jaynes' "Mind Projection Fallacy"[0] in regards searching for more meaning than exists in Fat-tailed distributions. When we model our data with infinite/undefined mean and variance distributions we're just saying "I don't know". No amount of cleverness with summary statistics, or understanding of pathological distributions will create information where there is none.

The overall point being: there are many, many ways of viewing statistics and it's pretty trivial to find a perspective that allows you to call someone a "fraud". Sure there are actual frauds in data science, but one of the biggest strengths in this trend is bringing quantitative people from a wide range of backgrounds to gain refreshing insights. It is much more useful to encourage cross-discipline exploration than to simply say "you don't belong here".

[0] https://en.wikipedia.org/wiki/Mind_projection_fallacy




Doesn't seem like he's seeing more meaning than exists, check this book out & this field.

http://www.amazon.com/Modelling-Extremal-Events-Stochastic-P...

https://fernandonogueiracosta.files.wordpress.com/2014/07/ta...

Also Jaynes, made the mistake of thinking only Guassian's matter(The mistake he criticizes).


Sarcasm doesn't work that well on the internet. I suggest you speak more plainly in text.




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