Daniel_Burfoot comments on Estimate Stability - Less Wrong

6 Post author: lukeprog 13 April 2013 06:33PM

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Comment author: Squark 13 April 2013 09:31:33PM *  6 points [-]

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 .

Comment author: Daniel_Burfoot 14 April 2013 01:41:58AM *  2 points [-]

The first two sentences of this comment are a very good formal (re-) statement of the idea of Conservation of Expected Evidence.