ClaimsNassim Taleb

“We apply methods from extreme value theory on the dual distribution and derive its tail properties.”

Nassim Taleb, paper author (abstract) 18 May 2015 On the statistical properties and tail risk of violent conflicts (arXiv) archived copy

Factual Science and research methods

The paper applies extreme value theory methods to the dual distribution and derives its tail properties.

Resolved true The record shows it happened or was so.

Factual: Statements about the present or the past, checked against the record: did they hold up?

The evidence is the person's or their organisation's own records.

What would count as true or false

This is a factual claim about the content of the paper Taleb (with co-author Cirillo) circulated around 2015-05-18 on the dual distribution, e.g. for war casualties. True: the paper's text applies extreme value theory methods (e.g. GPD/POT fitting, estimating the tail index) to the dual (transformed, unbounded) distribution and derives its tail properties (tail index, shape, moments). Mostly true: both are done, but the EVT is applied to the original data with only the tail properties carried over to the dual distribution, or a similar small slip. Mixed: only one of the two parts (EVT applied to the dual; tail properties derived) is present. Mostly false: EVT appears only in passing, with no derivation for the dual distribution. False: the paper contains no such analysis, or no such paper exists.

Set before the research began.

Evidence (3)

  1. E1 [PDF] Long Peace.nb - Nassim Nicholas Taleb fooledbyrandomness.com (hosting the Cirillo & Taleb paper 'On the statistical properties and tail risk of violent conflicts') Own record

    “By studying the tail properties of the dual distribution (the one with an infinite upper bound), using extreme value theory, we will be able to obtain”

  2. E2 [PDF] Long Peace.nb - Nassim Nicholas Taleb fooledbyrandomness.com (hosting the Cirillo & Taleb paper 'On the statistical properties and tail risk of violent conflicts') Own record

    “Figure 11 shows the goodness of our GPD fit for dual data, which is also supported by goodness-of-fit tests for the Generalized Pareto Distribution [42] (p-value: 0.37).”

  3. E3 Violent Warfare: On the Wane? nassimtaleb.org (reposting a Mark Buchanan article) · 18 May 2015 Own record

    “Just today, Taleb, writing with another mathematician, Pasquale Cirillo, has released a detailed analysis of the statistics of violent warfare going back some 2000 years”

Reasoning

The paper's own text (E2) says the authors study the tail properties of the dual distribution, the one with an infinite upper bound, using extreme value theory. E3 reports a Generalized Pareto Distribution fit to the dual data, backed by a goodness-of-fit test (p-value 0.37). That is extreme value theory applied directly to the dual distribution to model its tail. E4 places the paper's release around 2015-05-18. The evidence is the paper itself, hosted on the subject's site [E2][E3], and a reposted article on a site linked to the subject [E4]. None of it is independent of the subject.

Cite this claim

Nassim Taleb, “The paper applies extreme value theory methods to the dual distribution and derives its tail properties.” (said 18 May 2015). Verdict: resolved true. Reliability API, claim c_552bb7ddcce9, method 0.1.0+28da144b, dataset release v1.1.2. https://epistacklabs.com/claims/c_552bb7ddcce9

This claim is in dataset release v1.1.2, with the same verdict.

Reply to this claim

For Nassim Taleb, or someone speaking for them: a correction or counter-evidence. Replies are read before anything is shown; an approved reply shows your name, role, date, statement and link. Your email address is never shown and is deleted 30 days after the decision (privacy).

More factual claims by Nassim Taleb

  1. Mixed Factual 24 September 2025
    “entities grow in a convex way, then slow as they saturate — growth may be unbounded, but remains sub-logarithmic.”

    Entities in biology and economics grow convexly then slow as they saturate; growth may be unbounded but remains sub-logarithmic.

  2. Mixed Factual 24 September 2025
    “the unavoidable conclusion is that cardio problems are at least half genetic.”

    If ancient populations such as hunter-gatherers and Inuit had a high incidence of cardiovascular disease, the unavoidable conclusion is that cardiovascular problems are at least half genetic.

  3. Mixed Factual 19 September 2025
    “scientists that come up with new ideas & frameworks are more often the experienced ones, not the young as we tend to believe.”

    Scientists who come up with new ideas and frameworks are more often experienced researchers than young ones.

  4. Mostly true Factual 2023
    “And if one does not hedge the other, then being "good at”

    If tail probability PK does not hedge tail expectation GK, then skill at predicting PK provides no information on GK.

  5. Mostly true Factual 2023
    “A sum of such bets becomes rapidly”

    A sum of such bets, whose probabilities are modelled with a Uniform or Beta distribution, becomes Gaussian rapidly.

All of them

Verdicts are made automatically; how verdicts are made.