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alex_zag_al comments on Open Thread, September 30 - October 6, 2013 - Less Wrong Discussion

4 Post author: Coscott 30 September 2013 05:18AM

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Comment author: alex_zag_al 07 October 2013 03:03:42AM *  0 points [-]

ah, thank you! It makes me so happy to finally see why that first term disappears.

But now I don't see why you subtract the second-order terms.

I mean, I do see that since you're at a maximum, the value of the function has to decrease as you move away from it.

But, in the single-parameter case, Jaynes's formula becomes

But that second derivative there is negative. And since we're subtracting it, the function is growing as we move away from the minimum!

Comment author: witzvo 07 October 2013 05:00:19AM 1 point [-]

Yes, that formula doesn't make sense (you forgot the 1/2, by the way). I believe 8.52/8.53 should not have a minus there and 8.54 should have a minus that it's missing. Also 8.52 should have expected values or big-O probability notation. This is a frequentist calculation so I'd suggest a more standard reference like Ferguson