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Re: [Bug-gnubg] Re: Rollout jsd, statsig etc. [LONG]
From: |
Massimiliano Maini |
Subject: |
Re: [Bug-gnubg] Re: Rollout jsd, statsig etc. [LONG] |
Date: |
Tue, 17 Nov 2009 16:21:00 +0100 |
2009/11/16 Timothy Y. Chow <address@hidden>:
> The multivariate tail probability, for
> example, tells you only the probability that some strange event will occur
> *under the assumption that the equities are equal to the estimated
> equities*. This is *not* the same as *the probability that the true
> equities are different from their estimated values*.
Just for my understanding, the bayesian approach would be no different
with respect to that, right ?
It will give you a probability that some strange event will occur under the
assumption that the estimated pdf are the ones you have on the
current trial/iteration (plus the initial assumption on those pdf), right ?
MaX.