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Rule of Succession – Estimating true probabilities with few samples

1 pointsby forrest2about 3 years ago

1 comment

forrest2about 3 years ago
TLDR: Usually you start with num_interesting_event &#x2F; total_measurements<p>This biases the result toward 0 or 1. Instead, you can bias toward .5 if you know that both sides of a binary outcome are possible: ( num_interesting_event + 1 ) &#x2F; ( total_measurements + 2)<p>At 0 measurements, your probability is .5 based on the rule of succession instead of 0, 1, or undefined. Further measurements effectively iterate on this initial fair guess.