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alex_zag_al comments on "Statistical Bias" - Less Wrong

13 Post author: Eliezer_Yudkowsky 30 March 2007 06:55PM

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Comment author: alex_zag_al 07 November 2013 05:49:40PM *  0 points [-]

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

Statistical bias is error you cannot correct by repeating the experiment many times and averaging together the results.

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.