taleb_prob.lisp

(defun box-muler-sample ()
  (* (sqrt (* -2 (log (random 1.0)))) (cos (* 2 pi (random 1.0)))))

(defun simulate-height-expiriement ()
  (let ((count 0)
	(max -9999))
    (dotimes (i 1000)
      (let ((new-sample (box-muler-sample)))
       (if (> new-sample max)
	   (progn
	     (incf count)
	     (setf max new-sample)))))
    count))


(defun run-x-expiriments (x)
  (loop for i from 1 to x
       collect (simulate-height-expiriement)))


(defun avg (x)
  (float (/ (reduce #'+ x) (length x))))



 ;;(avg (RUN-X-EXPIRIMENTS 4000))