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gjm comments on Open Thread, Apr. 20 - Apr. 26, 2015 - Less Wrong Discussion
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"Statisticians think everything is normally distributed" seems to be one of those weirdly enduring myths. I'd love to know how it gets propagated.
I strongly suspect that a large part of its recent popularity is because in the recent CDO-driven crash it suited the interests of the (influential) people whose decisions were actually responsible to spread the idea that the problem was that those silly geeky quants didn't understand that everything isn't uncorrelated Gaussians, ha ha ha.