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- From: hrubin@pop.stat.purdue.edu (Herman Rubin)
- Subject: Re: Lagrange successor rule
- Message-ID: <BzpzBp.CFD@mentor.cc.purdue.edu>
- Sender: news@mentor.cc.purdue.edu (USENET News)
- Organization: Purdue University Statistics Department
- References: <3207@devnull.mpd.tandem.com>
- Date: Wed, 23 Dec 1992 16:04:37 GMT
- Lines: 33
-
- In article <3207@devnull.mpd.tandem.com> garyb@anasazi.UUCP (Gary Bjerke) writes:
- >
- >I was thumbing through an old statistics textbook when I came across the
- >Lagrange successor rule. The example given was that of a collection of coins
- >for which the probability of flipping a head is uniformly distributed over
- >the set of values {1/N, 2/N, ..., N/N} for N some arbitrary integer. The rule
- >states that the probability of getting a head on the (n+1)th flip given that
- >the first n flips were heads, is n/(n+1).
-
- You left out 0/N, but this can be done in many ways.
-
- >Note that N is arbitrary and not a parameter is the final result. The textbook
- >said Lagrange had used this to prove that the sun was extremely likely to rise
- >tomorrow, given that it had risen every day for the past 5000 years (the
- >probability is [5000*365]/[5000*365+1], to be precise).
-
- >I followed the proof, but I have absolutely no intuition for this result at
- >all. I even fail to see how it applies to the rising of the sun (in what sense
- >does the unconditional probability of its rising meet the uniform-distribution
- >requirements?) Can somebody help me get a gut feel for what this result means?
-
- I thought it was Laplace who said this, but anyhow this is a somewhat standard
- misuse of Bayes' Theorem. For the argument as usually given to be valid, the
- prior probability that the sun would rise on a random day would have to be
- uniformly distributed between 0 and 1. This version of the "principle of
- insufficent reason" is no more appropriate than any of the other versions,
- and is a common source of paradoxes and fallacies.
-
- --
- Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
- Phone: (317)494-6054
- hrubin@snap.stat.purdue.edu (Internet, bitnet)
- {purdue,pur-ee}!snap.stat!hrubin(UUCP)
-