JGWeissman comments on Bayesian Flame - Less Wrong

37 Post author: cousin_it 26 July 2009 04:49PM

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Comment author: JGWeissman 26 July 2009 10:41:47PM 2 points [-]

A perspective can be wrong if it arbitrarily assigns a probability of 1 to an event that has a symmetrical alternative. Read the intro to My Bayesian Enlightenment for Eliezer's description of a frequentist going wrong in this way with respect to the problem of the mathematician with two children, at least one of which is a boy.

Comment author: byrnema 27 July 2009 12:22:09AM *  0 points [-]

No, Bayesian probability and orthodox statistics give exactly the same answers if the context of the problem is the same. The two schools may tend to have different ideas about what is a "natural" context, but any good textbook will always define exactly what the context is so that there is no guessing and no disagreement.

Nevertheless, which event with a symmetrical alternative were you referring to? (You are given that the women said she has at least 1 boy, so it would be correct to assign that probability 1 in the context of a given assumption, obviously when applying the orthodox method.) Both approaches work differently, but they both work.

Comment author: JGWeissman 27 July 2009 12:44:16AM 0 points [-]

Nevertheless, which event with a symmetrical alternative were you referring to?

Given that the women does have a boy and a girl, what is the probability that she would state that at least one of them is a boy? By symmetry, you would expect a priori, not knowing anything about this person's preferences, that in the same conditions, she is equally likely to state that at least one of her children is a girl, so to assign the conditional probability higher than .5 does not make sense, so it is definitely not right for the frequentist Eliezer was talking with to act as though the conditional probability were 1. (The case could be made that the statement is also evidence that the woman has a tendency to say at least once child is a boy rather than that at least one child is a girl. But this is a small effect, and still does not justify assigning a conditional probability of 1.)

I think the frequentist approach could handle this problem if applied correctly, but it seems that frequentist in practice get it wrong because they do not even consider the conditional probability that they would observe a piece of evidence if a theory they are considering is true.

any good textbook will always define exactly what the context is so that there is no guessing and no disagreement.

If you read the article I cited, Eliezer did explain that this was a mangling of the original problem, in which the mathematician made the statement in response to a direct question, so one could reasonably approximate that she would make the statement exactly when it is true.

However, life does not always present us with neat textbook problems. Sometimes, the conditional probabilities are hard to figure out. I prefer the approach that says figure them out anyways to the one that glosses over their importance.

Comment author: byrnema 27 July 2009 01:12:17AM *  0 points [-]

so to assign the conditional probability higher than .5 does not make sense, so it is definitely not right for the frequentist Eliezer was talking with to act as though the conditional probability were 1

In the "correct" formulation of the problem (the one in which the correct answer is 1/3), the frequentist tells us what the mother said as a given assumption; considering the prior <1 probability of this is rendered irrelevant because we are now working in the subset of probability space where she said that.

it seems that frequentist in practice get it wrong because they do not even consider the conditional probability that they would observe a piece of evidence if a theory they are considering is true.

Considering whether a theory is true is science -- I completely agree science has important, necessary Bayesian elements.

Comment author: wedrifid 27 July 2009 08:24:12PM 0 points [-]

Considering whether a theory is true is science

Considering whether a theory is true is not science, althought the two are certainly useful to each other.