Nassim Taleb: Statistical Concepts and their Philosophical Interpretation

Abstract

Nassim Nicholas Taleb is an American statistician, mathematician, trader, and essayist of Lebanese descent who, for the most part, adheres to philosophical scepticism. In his works, he primarily considers the problems of chance and probability. Taleb is the author of a number of bestsellers, his book «Black Swan», was included in the review of «The Sunday Times» in the list of the most influential books written after World War II. N. Taleb in his publications adheres to methodological and practical approaches within the modern paradigm of interdisciplinarity, combining, synthesizing scientific vision and tools from different fields of knowledge, primarily in the field of statistical analysis and interpretation of large arrays of statistics. The purpose of this article is to try to highlight some key ideas in the field of statistical methodology and practice, which personally developed or reinterpreted this famous researcher, as well as consideration of individual socio-philosophical views that underlie his diverse scientific and scientific activities. The article considers and analyzes the methodological basis of the concept of rare statistically probable events («black swan»), classification of systems with the separation of «antifragile» subsystems, statistical issues on the use of big data, questions about the possibilities and limitations of forecasting based on time series, some sociological and historiosophical approaches of N. Taleb, as well as theoretical and methodological principles of his concepts in general, which are based on the ideas of philosophical scepticism. Diverse ideas, concepts, approaches, visions, which were expressed by N. Taleb regarding statistics and other sciences in the pages of his books, scientific articles, essays, numerous interviews, etc., in our opinion, need a more in-depth, multifaceted study. Such explorations can be useful and productive for theoretical science and practical application in modern Ukraine, including in the field of statistics.