BGonline.org Forums

Calculating confidence values

Posted By: Timothy Chow
Date: Wednesday, 2 September 2009, at 4:33 a.m.

In Response To: Calculating confidence values (Maik Stiebler)

Maik Stiebler wrote:

It should be acceptable practice in Bayesian inference to do a set of rollout trials, update your prior, and, depending on whether you are happy with your new state of information as represented by the posterior, add some more trials or not.

For a specific example of the kind of pitfall I meant, note that it is important that any new trials you do must be independent of all your previous trials, or else the simple method of updating your probabilities that I described won't be valid any more. If you're not systematic about what you're doing, it is easy to lose track of what's independent of what.

Messages In This Thread

• Calculating confidence values
  Timothy Chow -- Sunday, 30 August 2009, at 12:47 a.m.
  • Calculating confidence values
    Bob Koca -- Sunday, 30 August 2009, at 2:08 a.m.
    • Calculating confidence values
      Maik Stiebler -- Sunday, 30 August 2009, at 7:33 a.m.
      • Calculating confidence values
        Timothy Chow -- Sunday, 30 August 2009, at 6:22 p.m.
        • Calculating confidence values
          Maik Stiebler -- Tuesday, 1 September 2009, at 12:15 p.m.
  • Calculating confidence values
    Tom Keith -- Sunday, 30 August 2009, at 2:24 p.m.
    • Calculating confidence values
      Maik Stiebler -- Sunday, 30 August 2009, at 3:02 p.m.
      • Calculating confidence values
        Tom Keith -- Monday, 31 August 2009, at 1:27 p.m.
        • Calculating confidence values
          Maik Stiebler -- Tuesday, 1 September 2009, at 11:57 a.m.
    • Calculating confidence values
      Timothy Chow -- Sunday, 30 August 2009, at 6:40 p.m.
      • Calculating confidence values
        Maik Stiebler -- Tuesday, 1 September 2009, at 11:48 a.m.
        • Calculating confidence values
          Timothy Chow -- Wednesday, 2 September 2009, at 4:33 a.m.