Re: [Bug-gnubg] Re: Rollout jsd, statsig etc. [LONG]

[Massimiliano Maini]

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.