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Variance reduction is unbiased but may be skewed

Posted By: David Rockwell
Date: Saturday, 11 April 2015, at 2:20 a.m.

In Response To: Variance reduction is unbiased but may be skewed (Timothy Chow)

The problem I see with variance reduction is that it relies on the evaluation function to determine luck. To the extent that the evaluation function is imprecise, the variance reduction will be imprecise. I've seen no reason to believe this potential error term is significant or biased. But, to me it is a bigger issue than error due to skew.

Messages In This Thread

• Variance reduction is unbiased but may be skewed
  Timothy Chow -- Friday, 10 April 2015, at 11:42 p.m.
  • Variance reduction is unbiased but may be skewed
    Phil simborg -- Saturday, 11 April 2015, at 1:22 a.m.
    • Variance reduction is unbiased but may be skewed
      Timothy Chow -- Saturday, 11 April 2015, at 3:38 p.m.
  • Variance reduction is unbiased but may be skewed
    Bob Koca -- Saturday, 11 April 2015, at 2:01 a.m.
  • Variance reduction is unbiased but may be skewed
    David Rockwell -- Saturday, 11 April 2015, at 2:20 a.m.
    • Variance reduction is unbiased but may be skewed
      Timothy Chow -- Saturday, 11 April 2015, at 4:06 p.m.
  • Variance reduction is unbiased but may be skewed
    Maik Stiebler -- Saturday, 11 April 2015, at 7:31 a.m.
    • Variance reduction is unbiased but may be skewed
      Timothy Chow -- Saturday, 11 April 2015, at 4:19 p.m.
      • Variance reduction is unbiased but may be skewed
        Tom Keith -- Saturday, 11 April 2015, at 6:34 p.m.
        • Variance reduction is unbiased but may be skewed
          Timothy Chow -- Sunday, 12 April 2015, at 6:31 p.m.
  • Variance reduction is unbiased but may be skewed
    Ray Kershaw -- Saturday, 11 April 2015, at 8:39 a.m.
    • Variance reduction is unbiased but may be skewed
      Timothy Chow -- Saturday, 11 April 2015, at 4:24 p.m.