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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.