Daniel_Burfoot comments on Estimate Stability - Less Wrong
You are viewing a comment permalink. View the original post to see all comments and the full post content.
You are viewing a comment permalink. View the original post to see all comments and the full post content.
Comments (15)
Given
a random variable with probability distribution
, the probability distribution
you will have about
after time
is a random variable in itself. It must satisfy
.
The (un)stability parameter you are looking for sounds like
, where
stands for Kullback–Leibler divergence. The meaning of this parameter is the expected number of bits of information about
you will receive over period
.
The first two sentences of this comment are a very good formal (re-) statement of the idea of Conservation of Expected Evidence.