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Jonathan_Graehl comments on Open thread, October 2011 - Less Wrong
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The probability is already just an expression of your own uncertainty. Giving a confidence interval over the probability does not make sense.
I agree. Perhaps he means to say that his opinion is based on very little evidence and is "just a hunch".
I do think that in fitting a model to data, you can give meaningful confidence intervals for parameters of those models which correspond to probabilities (e.g. p(heads) for a particular coin flipping device). But that's not relevant here.