S2E35: A Poolside History of Quant, Part I
Quantitude
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The Inverse of the Square Root Event
Gossett's work on what we now call the T distribution seemed like it was solving a very real problem, but it felt kind of isolated. The cool thing is that Fisher actually took that idea and recognized that that was the seed of something much, much bigger. It changes the lens through which you see what you're working on. We've now introduced a whole new concept of uncertainty in the sample statistics themselves.
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