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alex_zag_al comments on "Statistical Bias" - Less Wrong
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Comments (8)
this is an easy mistake to make. You're thinking about one large sample, from which you derive one good estimate.
When the article says
it means, getting many samples, and from each one of these samples, deriving an estimate from it in isolation.
You: 1 sample of n data points, n->infinity. 1 estimate.
Yudkowsky: n samples of d data points, n->infinity. n estimates.