shminux comments on Too good to be true - Less Wrong
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Well, perhaps a bit too simple. Consider this. You set your confidence level at 95% and start throwing a coin. You observe 100 tails out of 100. You publish a report saying "the coin has tails on both sides at a 95% confidence level" because that's what you chose during design. Then 99 other researchers repeat your experiment with the same coin, arriving at the same 95%-confidence conclusion. But you would expect to see about 5 reports claiming otherwise! The paradox is resolved when somebody comes up with a trick using a mirror to observe both sides of the coin at once, finally concluding that the coin is two-tailed with a 100% confidence.
What was the mistake?
I don't see a paradox. After 100 experiments one can conclude that either the confidence level was set too low, or the papers are all biased toward two-tailed coins. But which is it?
(1) is obvious, of course--in hindsight. However changing your confidence level after the observation is generally advised against. But (2) seems to be confusing Type I and Type II error rates.
On another level, I suppose it can be said that of course they are all biased! But, by the actual two-tailed coin rather than researchers' prejudice against normal coins.