When you exponentiate a Gaussian distribution, you get a log-normal; when you exponentiate a Gamma or exponential, you get a Pareto; when you exponentiate a Pareto, you get a log-Pareto—each transformation moves the distribution to fatter tails.
factualpending
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Nassim Nicholas TalebEvidence Quote
“so if I take a uh G distribution and take the exponential of the variable you see... when you multiply so you take the exponential you get a log normal distribution... gaussian you exponentiate you get log normal... you exponentiate what do you get a power law... there's a exponential of a parto it's called log parto”
Created: 8/11/2026, 7:44:21 AM
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