If this post doesn't get answered, I'll repost in the next open thread. A test to see if more frequent threads are actually necessary.
I'm trying to make a prior probability mass distribution for the length of a binary string, and then generalize to strings of any quantity of symbols. I'm struggling to find one with the right properties under the log-odds transformation that still obeys the laws of probability. The one I like the most is P(len(x)) = 1/(x+2), as under log-odds it requires log(x)+1 bits of evidence for strings of len(x) to meet even odds. For a length of 15, it uses all 4 bits in 1111, so its cost is 4 bits.
The problem is that 1/(x+2) does not converge, making it an improper prior. Are there some restrictions by which I can use this improper prior, or to find a proper prior with similarly desirable qualities?
Here is a different answer to your question, hopefully a better one.
It is no coincidence that the prior that requires log(x)+1 bits of evidence for length x does not converge. The reason for this is that you cannot specify using only log(x)+1 bits that a string has length x. Standard methods of specifying string length have various drawbacks, and correspond to different prior distributions in a natural way. (I will assume 32-bit words, and measure length in words, but you can measure length in bits if you like.)
Suppose you have a length-prefixed string. Th...
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