S2E35: A Poolside History of Quant, Part I
Quantitude
The Evolution of Covariance
"It's not possible to put yourself back in an earlier time and know only what was known then," he says. "The notion of a covariance to all of us is just logical." The radical change that started what Salzburg calls the statistical revolution was from the desk of Pearson, who first articulated the first four moments of a distribution".
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