Re:Estimating the chances of something that hasn’t happened yet
by pedrosorio on Friday November 16, 2018 @01:03AM
(#18466795)
“P(XXXYYY|H0) = 1 / 6choose3 = 5%. Wow, that's not a very good update for H0. It's probably just false. For expediency, let's just toss it out.”
It only makes sense to toss H0 out if P(XXXYYY|H1) >> 5% (such that the evidence for H1 relative to H0 increases after the observation).
You are implicitly assuming that’s the case because “it makes sense”. But as the parent post mentioned, the likelihood is not defined and in particular if the noise in the observation process is large enough, P(XXXYYY|H1) may be very close to 0.05 as well.
Re:Estimating the chances of something that hasn’t happened yet
by justinpombrio on Friday November 16, 2018 @01:43AM
(#18466984)
Yes: for that reason and others the whole approach doesn't make much sense from a Bayesian perspective. I was trying to point that out by running with it.
Well in this case, we're only going to consider two hypotheses. Call them H0 and H1. H0 is the "null hypothesis", and says that X and Y are exactly as fast as each other. H1 is the hypothesis that H0 is wrong and Y is totally faster than X. You'll notice that H0 is oddly specific, and H1 is ill-defined. Don't worry about it.
To start off, pick your prior distribution over H0 and H1. Pick whatever you want, because we're going to ignore it shortly.
Now some evidence comes in. Time to update! We got the ordering XXXYYY. First, let's update H0. P(XXXYYY|H0) = 1 / 6choose3 = 5%. Wow, that's not a very good update for H0. It's probably just false. For expediency, let's just toss it out.
H1 is the remaining hypothesis. H1 wins! Y is faster than X.