Re:Re-reading Kahneman's “Thinking, Fast and Slow”
by im3w1l on Monday July 04, 2016 @09:12PM
(#12033863)
For your example:
If you create a shot-vector per day, then any vector will lack autocorrelation.
If you you create a shot-vector for the whole season, then there will be autocorrelation.
Why?
P(n = good | n-1 = good)
= P(n = good | currently good day) P(currently good day | n-1 = good) + P(n = good | currently bad day) P(currently bad day | n-1 = good)
> P(n = good)
Also regarding verhausts example, the process he describes clearly has autocorrelation.
If you create a shot-vector per day, then any vector will lack autocorrelation.
If you you create a shot-vector for the whole season, then there will be autocorrelation.
Why?
Also regarding verhausts example, the process he describes clearly has autocorrelation.