JeffJo comments on Probability is in the Mind - Less Wrong

60 Post author: Eliezer_Yudkowsky 12 March 2008 04:08AM

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Comment author: [deleted] 31 August 2011 09:51:03PM *  3 points [-]

I can't speak for the rest of your post, but

We can answer the question without knowing anything more about b, than that it is not 1/2. For any 0<=b1<1/2, since we have no other information, b=b1 and b=1-b1 must be treated as equally likely. Regardless of what the distribution of b1 is, this makes the probability the coin landed on heads 1/2.

is pretty clearly wrong. (In fact, it looks a lot like you're establishing a prior distribution, and that's uniquely a Bayesian feature.) The probability of an event (the result of the flip is surely an event, though I can't tell if you're claiming to the contrary or not) to a frequentist is the limit of the proportion of times the event occurred in independent trials as the number of trials tends to infinity. The probability the coin landed on heads is the one thing in the problem statement that can't be 1/2, because we know that the coin is biased. Your calculation above seems mostly ad hoc, as is your introduction of additional random variables elsewhere.

However, I'm not a statistician.

Comment author: JeffJo 01 September 2011 10:47:06AM 0 points [-]

The random process a frequentist should repeat is flipping a random biased coin, and getting a random bias b and either heads or tails. You are assuming it is flipping the *same biased coin with fixed bias B, and getting heads or tails.

The probability a random biased coins lands heads is 1/2, from either point of view. And for nshepperd, the point is that a Frequentist doesn't need to know what the bias is. As long as we can't assume it is different for b1 and 1-b1, when you integrate over the unknown distribution (yes, you can do that in this case) the answer is 1/2.