Astral Codex Ten Podcast feed 2024年07月17日
Book Review: The Black Swan
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《黑天鹅》是 Nassim Nicholas Taleb 的作品,书中探讨了极端事件对世界的影响,以及我们如何常常忽视这些极端但重要的事件。Taleb 将世界分为两个部分:Mediocristan 和 Extremistan,分别代表遵循正态分布和幂律分布的现实。他通过财富不平等、身高差异等例子,说明了在 Extremistan 中,极端值的重要性远远超过我们的想象。

📚 Taleb 提出的 Mediocristan 概念,指的是那些遵循正态分布、极端情况罕见的世界,如人的身高。在这里,平均值周围的数据占据了绝大多数,极端值几乎可以忽略不计。

💡 Extremistan 则代表那些不遵循正态分布、极端情况频发的世界,如财富分布。在 Extremistan 中,少数的极端值可能会占据总体的绝大部分,比如亿万富翁的财富。

🌪 Taleb 强调黑天鹅事件的重要性,这些事件不可预测、影响巨大,但往往被我们的认知偏差所忽视。他警告我们不要仅仅依据过去的经验来预测未来。

🧪 书评者提到,撰写《黑天鹅》的书评是一项挑战,因为 Taleb 对于误解他作品的评论者有着激烈的反应,这也反映了极端事件在个人层面的影响。

🔍 Taleb 通过对概率分布的讨论,揭示了我们对极端事件的误解,以及这种误解如何影响我们对世界的看法和决策。

I.

Writing a review of The Black Swan is a nerve-wracking experience.

First, because it forces me to reveal I am about ten years behind the times in my reading habits.

But second, because its author Nassim Nicholas Taleb is infamous for angry Twitter rants against people who misunderstand his work. Much better men than I have read and reviewed Black Swan, messed it up, and ended up the victim of Taleb’s acerbic tongue.

One might ask: what’s the worst that could happen? A famous intellectual yells at me on Twitter for a few minutes? Isn’t that normal these days? Sure, occasionally Taleb will go further and write an entire enraged Medium article about some particularly egregious flub, but only occasionally. And even that isn’t so bad, is it?

But such an argument betrays the following underlying view:

 It assumes that events can always be mapped onto a bell curve, with a peak at the average and dropping off quickly as one moves towards extremes. Most reviews of Black Swan will get an angry Twitter rant. A few will get only a snarky Facebook post or an entire enraged Medium article. By the time we get to real extremes in either directions – a mere passive-aggressive Reddit comment, or a dramatic violent assault – the probabilities are so low that they can safely be ignored.

Some distributions really do follow a bell curve. The classic example is height. The average person is about 5’7. The likelihood of anyone being a different height drops off dramatically with distance from the mean. Only about one in a million people should be taller than 7 feet; only one in a billion should be as tall as 7’5. Nobody is order-of-magnitude differences in height from anyone else. Taleb calls the world of bell curves and minor differences Mediocristan. If Taleb’s reaction to bad reviews dwells alongside height in Mediocristan, I am safe; nothing an order-of-magnitude difference from an angry Twitter rant is likely to happen in entire lifetimes of misinterpreting his work.

But other distributions are nothing like a bell curve. Taleb cites power-law distributions as an example, and calls their world Extremistan. Wealth inequality lives in Extremistan. If wealth followed a bell curve around the median household income of $57,000, and a standard deviation scaled the same way as height, then a rich person earning $70,000 would be as remarkable as a tall person hitting 7 feet. Someone who earned $76,000 would be the same kind of prodigy of nature as the 7’6 Yao Ming. Instead, people earning $70,000 are dirt-common, some people earn millions, and the occasional tycoon can make hundreds of millions of dollars per year. In Mediocristan, the extremes don’t matter; in Extremistan, sometimes only the extremes matter. If you have a room full of 99 average-height people plus Yao Ming, Yao only has 1.3% of the total height in the room. If you have a room full of 99 average-income people plus Jeff Bezos, Bezos has 99.99% of the total wealth.

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黑天鹅 极端事件 概率分布 Mediocristan Extremistan
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