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Got Variance?

Posted By: Daniel Murphy
Date: Friday, 21 May 2010, at 3:25 a.m.

In Response To: Got Variance? (Stick)

The 95% confidence interval in the 1296 trial rollout for the best play is .574 - .614, and the longer rollout comes in at .577. That's ok. For the other play the short rollout says 0.506 - 0.552 and the longer rollout comes in at .546. That's ok too.

I mean it's fine to point out that there may be a lot of variance in a X-trial rollout, but the bot tells you that with its 95% confidence intervals (or with Gnubg, its standard deviations, which multiplied by 1.96 give you the +- CI range). Absolutely, pay attention to the SDs/CIs. Whether the SDs/CI's are accurate is another question.

Where one might really go astray is seeing the short rollout and saying "gosh, making two board points is a 0.065 mistake!" In the longer rollout the error was half that. But that 0.065 is a number in a range, the size of which depends on the SDs of the individual play rollouts, even though the bot doesn't tell you what that range is.

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