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othercriteria comments on binomial variance problem - Less Wrong Discussion

5 Post author: nerfhammer 06 April 2012 10:59PM

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Comment author: othercriteria 08 April 2012 01:53:33PM *  0 points [-]

Oops, you're right. The variant of the problem I mentioned above got rid of the assumption of binomially distributed boys (equivalently, girls).

The following setup should work, though:

In words, this says that to generate the i-th class, you flip a coin to tell whether it's in program A or program B, conditioned on the program, the proportion of boys is drawn from a program-specific beta distribution, and then the number of boys is drawn from the corresponding binomial distribution. Under the constraints that and , the average proportion of boys matches up with the problem.

However, by taking or small (where and are adjusted accordingly to maintain the constraint), you can play with the variance so that the observed 55% boys class is more likely under either of the programs. If you had available repeated trials, you might be able to learn and . In a single trial, you can't be sure that your strategy will do worse than chance.