Re:What’s Wrong with Probability Notation?
by caffeine on Wednesday October 21, 2009 @06:18AM
(#894338)
I don't really understand why what you said disagrees with what your parent said?
Re:What’s Wrong with Probability Notation?
by ramanujan on Wednesday October 21, 2009 @06:28AM
(#894353)
Perhaps I read too quickly -- when he said:
> All that probability shorthand can be unambiguously translated to formal definitions quite easily. But doing so would be analogous to writing a complex program in assembly
One possible interpretation (probably, in retrospect, the right one) is that he meant that Whitehead/Russell style axiomatization of probability was in theory possible, but would not be of much value.
I read it initially (likely wrongly in retrospect) as saying that translating the equations into an unambiguous formal computer readable definition would be intractable and/or only of theoretical interest.
Actually I kind of disagree here.
With R or Haskell you can easily work directly with probability densities learned from data. One frequently uses the exact Bayes' rule expression with P(X), P(Y), and P(X|Y) all being known functions to get P(Y|X).
See for example functions like ecdf, which takes in an N vector of points on a 1D line and returns an actual function, namely the empirical cumulative density.
http://stat.ethz.ch/R-manual/R-patched/library/stats/html/ec...
Can be very handy when you want empirical quantiles (e.g. "what percentage of the time do I expect to see 12000 hits in a day, given this single column with the hits for each of the last 200 days").