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View Full Version : [SOLVED] probability (was Re: EEQT)


Aaron Denney
Aug13-04, 05:42 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\n\n\nOn 2004-08-12, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt; Probabilities of single events are meaningless.\n\nOh boy. This is a really blatant misconception of probability. I can\'t\ntell whether the context rescues this (it seems not, though you are\narguing against another \'interpretation\' that I also find odious), but\nthe words themselves make probability a useless concept.\n\nOne can try to rescue it, e.g. by looking at ensembles, assuming\nexchangeability & independence, and trying to identify frequencies with\nprobabilities, but this gets incoherent, circular, or irrelevant to\nexperiment very quickly.\n\nIndependence is a statement about non-correlation between probabilities\nof single events, which you claim are meaningless.\n\nExchangeability is a statement that certain classes of possible\nrealizations of ensembles are equally likely -- in other words, it\ndepends on having a concept of probability for single events, where\nthese single events are realizations of ensemble measurements.\n\nIf you want to use finite ensembles, all probabilities must now be\nrationals, which seems a big limitation. We\'re also not guaranteed that\nthe final frequency really has any connection to the probability as we\nwant it -- instead we have to bring up "for all practical purposes"\narguments.\n\nIf you want to use infinite ensembles (the only case where we can\n_really_ say that the limiting frequencies approach the probability),\nwe have another problem: infinite ensembles\' limiting frequencies are a\ntail property. We can only measure the head, which can be arbitrarily\ndifferent, no matter how far out you measure it. There\'s no grounding\nthat lets us connect the rest of the ensemble to what we actually\nmeasure.\n\nBoth types of ensembles are imaginary and have nothing to do with\nany data we\'ve actually measured.\n\n--\nAaron Denney\n-&gt;&lt;-\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>On 2004-08-12, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
> Probabilities of single events are meaningless.

Oh boy. This is a really blatant misconception of probability. I can't
tell whether the context rescues this (it seems not, though you are
arguing against another 'interpretation' that I also find odious), but
the words themselves make probability a useless concept.

One can try to rescue it, e.g. by looking at ensembles, assuming
exchangeability & independence, and trying to identify frequencies with
probabilities, but this gets incoherent, circular, or irrelevant to
experiment very quickly.

Independence is a statement about non-correlation between probabilities
of single events, which you claim are meaningless.

Exchangeability is a statement that certain classes of possible
realizations of ensembles are equally likely -- in other words, it
depends on having a concept of probability for single events, where
these single events are realizations of ensemble measurements.

If you want to use finite ensembles, all probabilities must now be
rationals, which seems a big limitation. We're also not guaranteed that
the final frequency really has any connection to the probability as we
want it -- instead we have to bring up "for all practical purposes"
arguments.

If you want to use infinite ensembles (the only case where we can
_really_ say that the limiting frequencies approach the probability),
we have another problem: infinite ensembles' limiting frequencies are a
tail property. We can only measure the head, which can be arbitrarily
different, no matter how far out you measure it. There's no grounding
that lets us connect the rest of the ensemble to what we actually
measure.

Both types of ensembles are imaginary and have nothing to do with
any data we've actually measured.

--
Aaron Denney
-><-

Arnold Neumaier
Aug13-04, 07:36 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\n\nAaron Denney wrote:\n&gt; On 2004-08-12, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;\n&gt;&gt;Probabilities of single events are meaningless.\n&gt;\n&gt; Oh boy. This is a really blatant misconception of probability.\n\nThe misconception seems to be completely on your side.\n\nWhat is the probability that \'I will die of cancer\'?\nThis is a single event that either will happen, or will not happen.\nIf you consider this single event only, the probability is 1 or 0\ndepending on what will actually happen. (But this sort of probability\nis not what we talk about in physics.)\n\nOn the other hand one may assign a probability based on some facts\nabout me. These facts determine an ensemble of people, from which\none can form a statistical estimate of the probability.\n\nIt clearly depends on which sort of ensemble one regarde me\nto belong to, what probability you will assign.\nI belong to many ensembles, and the answer is different for each\nof these.\n\nThus probabilities are meaningful not for the single event but only\nas a property of the ensemble under consideration.\n\nThis can also be seen from the mathematical foundations. Probabilities\nare determined by measures on the set of elementary events.\nAll statements in measure theory are _only_ about expectations and\nprobabilities of all possible realizations simultaneously, and say\nnothing at all about any particular realization.\n\nFor a finite binary random sequence with independent bits,\nthe sequence 111111111 has exactly the same status and probability\nas the sequence 101001101 or 000000000, although only the second\nlooks random.\n\n\nArnold Neumaier\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Aaron Denney wrote:
> On 2004-08-12, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>
>>Probabilities of single events are meaningless.
>
> Oh boy. This is a really blatant misconception of probability.

The misconception seems to be completely on your side.

What is the probability that 'I will die of cancer'?
This is a single event that either will happen, or will not happen.
If you consider this single event only, the probability is 1 or
depending on what will actually happen. (But this sort of probability
is not what we talk about in physics.)

On the other hand one may assign a probability based on some facts
about me. These facts determine an ensemble of people, from which
one can form a statistical estimate of the probability.

It clearly depends on which sort of ensemble one regarde me
to belong to, what probability you will assign.
I belong to many ensembles, and the answer is different for each
of these.

Thus probabilities are meaningful not for the single event but only
as a property of the ensemble under consideration.

This can also be seen from the mathematical foundations. Probabilities
are determined by measures on the set of elementary events.
All statements in measure theory are _only_ about expectations and
probabilities of all possible realizations simultaneously, and say
nothing at all about any particular realization.

For a finite binary random sequence with independent bits,
the sequence 111111111 has exactly the same status and probability
as the sequence 101001101 or 000000000, although only the second
looks random.


Arnold Neumaier

Daryl McCullough
Aug14-04, 06:58 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\nArnold Neumaier says...\n\n&gt;What is the probability that \'I will die of cancer\'?\n&gt;This is a single event that either will happen, or will not happen.\n&gt;If you consider this single event only, the probability is 1 or 0\n&gt;depending on what will actually happen. (But this sort of probability\n&gt;is not what we talk about in physics.)\n&gt;\n&gt;On the other hand one may assign a probability based on some facts\n&gt;about me. These facts determine an ensemble of people, from which\n&gt;one can form a statistical estimate of the probability.\n\nI don\'t see how ensembles help give any more precise meaning to\nprobability. Suppose you say that "The probability that someone\nin risk group A will die of cancer is 1/3". That doesn\'t mean\nthat for any 3 people in group A, 1 of them will die of cancer.\nIt doesn\'t mean that for any 30 people, 10 of them will die of\ncancer. It doesn\'t even mean that in the limit as N as goes to\ninfinity, the ratio f_N = #who die of cancer/N = 1/3. What is true\nis that almost surely f_N goes to 1/3 as N goes to infinity, but\nthat "almost surely" is a probabilistic concept, as well. So you\ncan\'t define probabilities completely in terms of ensembles.\n\nSaying that there is a 1/3 chance that I will die of cancer is\nmeaningful without ensembles if you interpret that as a measure\nof my *belief* that I will die of cancer (1 meaning that I\'m\ncertain I will, 0 meaning that I\'m certain I won\'t). Of course,\nthat\'s unsatisfying because we feel that quantum mechanical\nprobabilities are revealing something objective, rather than\nsubjective.\n\nSo I don\'t know what the resolution is, but I don\'t think ensembles\nare on any firmer ground than any other interpretation of probability.\n\n--\nDaryl McCullough\nIthaca, NY\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Arnold Neumaier says...

>What is the probability that 'I will die of cancer'?
>This is a single event that either will happen, or will not happen.
>If you consider this single event only, the probability is 1 or
>depending on what will actually happen. (But this sort of probability
>is not what we talk about in physics.)
>
>On the other hand one may assign a probability based on some facts
>about me. These facts determine an ensemble of people, from which
>one can form a statistical estimate of the probability.

I don't see how ensembles help give any more precise meaning to
probability. Suppose you say that "The probability that someone
in risk group A will die of cancer is 1/3". That doesn't mean
that for any 3 people in group A, 1 of them will die of cancer.
It doesn't mean that for any 30 people, 10 of them will die of
cancer. It doesn't even mean that in the limit as N as goes to
infinity, the ratio f_N = #who die of cancer/N = 1/3. What is true
is that almost surely f_N goes to 1/3 as N goes to infinity, but
that "almost surely" is a probabilistic concept, as well. So you
can't define probabilities completely in terms of ensembles.

Saying that there is a 1/3 chance that I will die of cancer is
meaningful without ensembles if you interpret that as a measure
of my *belief* that I will die of cancer (1 meaning that I'm
certain I will, meaning that I'm certain I won't). Of course,
that's unsatisfying because we feel that quantum mechanical
probabilities are revealing something objective, rather than
subjective.

So I don't know what the resolution is, but I don't think ensembles
are on any firmer ground than any other interpretation of probability.

--
Daryl McCullough
Ithaca, NY

Aaron Denney
Aug14-04, 06:58 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\n\n\nOn 2004-08-13, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt; Aaron Denney wrote:\n&gt;&gt; On 2004-08-12, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;&gt;\n&gt;&gt;&gt;Probabilities of single events are meaningless.\n&gt;&gt;\n&gt;&gt; Oh boy. This is a really blatant misconception of probability.\n&gt;\n&gt; The misconception seems to be completely on your side.\n&gt;\n&gt; What is the probability that \'I will die of cancer\'?\n&gt; This is a single event that either will happen, or will not happen.\n\nYep. Events don\'t have to "half-happen" to have a probability of 0.5.\n\n&gt; If you consider this single event only, the probability is 1 or 0\n&gt; depending on what will actually happen.\n\nAfter the fact, yes. Before no, unless you know enough to time\nevolve the system.\n\nThis same argument would also lead to the probability of heads on a coin\nflip being 0 or 1, depending on exactly how one flips it. Actually,\nif you know enough about the flip beforehand, these would be the proper\nones, no matter how fair the coin is.\n\n&gt; (But this sort of probability is not what we talk about in physics.)\n&gt; On the other hand one may assign a probability based on some facts\n&gt; about me.\n\nIt isn\'t? It sounds like we would all the time, and it is just a\nlimiting case of your example.\n\nIf we have all the facts we can push the probabilities to 0 or 1.\n\n(speaking classically. A full QM treatmnet of your life\nwould involve interactions with radioactive particles, which\nwill undoubtedly keep it from being exactly 0 or 1, though\nlaws of large numbers will probably push near 0 or 1 -- either\nyou got enough or you didn\'t.)\n\n&gt; These facts determine an ensemble of people, from which\n&gt; one can form a statistical estimate of the probability.\n\nBut this step is unnecessary.\n\n&gt; It clearly depends on which sort of ensemble one regarde me to belong\n&gt; to, what probability you will assign. I belong to many ensembles, and\n&gt; the answer is different for each of these.\n\nCan you tell me which one is the right one to use for this question?\nWhy or why not? Since you said it is either 0 or 1, which ensemble\ngives that answer?\n\nYou don\'t belong to _any_ ensemble. They\'re sometimes useful for\nconstructing models, but they\'re not the only way to do it.\n\nIf you want to assign something a probability of 1/3, that doesn\'t\nrequire the construction of an ensemble of size 3N, which includes N\nways that event can happen.\n\n&gt; Thus probabilities are meaningful not for the single event but only\n&gt; as a property of the ensemble under consideration.\n\nAnd yet people bet on individual events all the time.\n\n&gt; This can also be seen from the mathematical foundations. Probabilities\n&gt; are determined by measures on the set of elementary events.\n\nThat\'s one way of defining the axioms of probability theory and getting\nthe standard results for manipulating probabilities in various self\nconsistent and maximally useful ways. It\'s not the only way, though\nit can give a nice intuitive understanding (assuming one knows\nmeasure theory better than probability theory, which seems unlikely).\n\nIf you want to invoke measure theory, but the measures are now the\nprobabilities, and the measures are not determined by the ensembles, the\nset you choose for the elementary events.\n\n&gt; All statements in measure theory are _only_ about expectations and\n&gt; probabilities of all possible realizations simultaneously, and say\n&gt; nothing at all about any particular realization.\n\nAll statements in measure theory are about, well, measures over\nsets and subsets. If you\'re modeling probability with it, then\nthe measure over a subset _is_ supposed to be the probability\nof that subset occuring, or the probability of those particular\nrealizations. Of course they don\'t say that the event will or\nwill not happen, unless the probability is zero or one.\n\n&gt; For a finite binary random sequence with independent bits,\n&gt; the sequence 111111111 has exactly the same status and probability\n&gt; as the sequence 101001101 or 000000000, although only the second\n&gt; looks random.\n\nI\'m not sure what you\'re getting at here. Were this phrased\na bit more precisely, I wouldn\'t disagree.\n\nHow do you define "random" and "independent" for each bit, if single\nevents don\'t have probabilities? If 1 is more or less probable than\n0 for each digit, they will indeed have different statuses and\nprobabilities.\n\n--\nAaron Denney\n-&gt;&lt;-\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>On 2004-08-13, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
> Aaron Denney wrote:
>> On 2004-08-12, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>>
>>>Probabilities of single events are meaningless.
>>
>> Oh boy. This is a really blatant misconception of probability.
>
> The misconception seems to be completely on your side.
>
> What is the probability that 'I will die of cancer'?
> This is a single event that either will happen, or will not happen.

Yep. Events don't have to "half-happen" to have a probability of .5.

> If you consider this single event only, the probability is 1 or
> depending on what will actually happen.

After the fact, yes. Before no, unless you know enough to time
evolve the system.

This same argument would also lead to the probability of heads on a coin
flip being or 1, depending on exactly how one flips it. Actually,
if you know enough about the flip beforehand, these would be the proper
ones, no matter how fair the coin is.

> (But this sort of probability is not what we talk about in physics.)
> On the other hand one may assign a probability based on some facts
> about me.

It isn't? It sounds like we would all the time, and it is just a
limiting case of your example.

If we have all the facts we can push the probabilities to or 1.

(speaking classically. A full QM treatmnet of your life
would involve interactions with radioactive particles, which
will undoubtedly keep it from being exactly or 1, though
laws of large numbers will probably push near or 1 -- either
you got enough or you didn't.)

> These facts determine an ensemble of people, from which
> one can form a statistical estimate of the probability.

But this step is unnecessary.

> It clearly depends on which sort of ensemble one regarde me to belong
> to, what probability you will assign. I belong to many ensembles, and
> the answer is different for each of these.

Can you tell me which one is the right one to use for this question?
Why or why not? Since you said it is either or 1, which ensemble
gives that answer?

You don't belong to _any_ ensemble. They're sometimes useful for
constructing models, but they're not the only way to do it.

If you want to assign something a probability of 1/3, that doesn't
require the construction of an ensemble of size 3N, which includes N
ways that event can happen.

> Thus probabilities are meaningful not for the single event but only
> as a property of the ensemble under consideration.

And yet people bet on individual events all the time.

> This can also be seen from the mathematical foundations. Probabilities
> are determined by measures on the set of elementary events.

That's one way of defining the axioms of probability theory and getting
the standard results for manipulating probabilities in various self
consistent and maximally useful ways. It's not the only way, though
it can give a nice intuitive understanding (assuming one knows
measure theory better than probability theory, which seems unlikely).

If you want to invoke measure theory, but the measures are now the
probabilities, and the measures are not determined by the ensembles, the
set you choose for the elementary events.

> All statements in measure theory are _only_ about expectations and
> probabilities of all possible realizations simultaneously, and say
> nothing at all about any particular realization.

All statements in measure theory are about, well, measures over
sets and subsets. If you're modeling probability with it, then
the measure over a subset _is_ supposed to be the probability
of that subset occuring, or the probability of those particular
realizations. Of course they don't say that the event will or
will not happen, unless the probability is zero or one.

> For a finite binary random sequence with independent bits,
> the sequence 111111111 has exactly the same status and probability
> as the sequence 101001101 or 000000000, although only the second
> looks random.

I'm not sure what you're getting at here. Were this phrased
a bit more precisely, I wouldn't disagree.

How do you define "random" and "independent" for each bit, if single
events don't have probabilities? If 1 is more or less probable than
for each digit, they will indeed have different statuses and
probabilities.

--
Aaron Denney
-><-

Nick Maclaren
Aug14-04, 06:58 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\n\nIn article &lt;411CA50D.8080100@univie.ac.at&gt;,\nArnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; writes:\n|&gt; Aaron Denney wrote:\n|&gt; &gt; On 2004-08-12, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n|&gt; &gt;\n|&gt; &gt;&gt;Probabilities of single events are meaningless.\n|&gt; &gt;\n|&gt; &gt; Oh boy. This is a really blatant misconception of probability.\n|&gt;\n|&gt; The misconception seems to be completely on your side.\n|&gt;\n|&gt; What is the probability that \'I will die of cancer\'?\n|&gt; This is a single event that either will happen, or will not happen.\n|&gt; If you consider this single event only, the probability is 1 or 0\n|&gt; depending on what will actually happen. (But this sort of probability\n|&gt; is not what we talk about in physics.)\n|&gt;\n|&gt; On the other hand one may assign a probability based on some facts\n|&gt; about me. These facts determine an ensemble of people, from which\n|&gt; one can form a statistical estimate of the probability.\n\nI am sorry, but you are wrong on both counts. There are several\nconcepts of probability, and mathematical statisticians work with\nall except the erroneous one:\n\nThe purest mathematical one is a specialisation of measure\ntheory, and probabilities are simply positive measures of sigma\none over some Borel set. Nice and easy, but PURE mathematics.\n\nThe simplest semi-physical approximation is a \'repeatable\'\nexperiment (let\'s leave the philosophy of repeatability out of\nit), which is what most people are taught at a naive level.\n\nThere is a very common error where excessive simplification\nleads people to confuse the concepts of a distribution of a\nmeasurement over a sample and a probability. You have made that\nerror, I am afraid, though not in its simple form.\n\nThere is, however, also the concept of the probability of a\nnon-repeatable event, which can be handled mathematically just\nas easily as a repeatable experiment. What you can\'t do is to\nMEASURE such probabilities, though you can do some measurement\nwith ensembles (as you correctly state).\n\nNote, however, that this all depends on the existence of time\'s\narrow (causality again!), because the probability has a meaning\nonly up until the time that the event takes place (and it may\nchange as time progresses, too). Whereafter, it is either 0 or 1,\ntrue. So, if you are working with a model of the universe that\ndoes not have such a concept, your first statement is correct.\nBut few physicists do.\n\n\nRegards,\nNick Maclaren.\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>In article <411CA50D.8080100@univie.ac.at>,
Arnold Neumaier <Arnold.Neumaier@univie.ac.at> writes:
|> Aaron Denney wrote:
|> > On 2004-08-12, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
|> >
|> >>Probabilities of single events are meaningless.
|> >|> > Oh boy. This is a really blatant misconception of probability.
|>
|> The misconception seems to be completely on your side.
|>
|> What is the probability that 'I will die of cancer'?
|> This is a single event that either will happen, or will not happen.
|> If you consider this single event only, the probability is 1 or
|> depending on what will actually happen. (But this sort of probability
|> is not what we talk about in physics.)
|>
|> On the other hand one may assign a probability based on some facts
|> about me. These facts determine an ensemble of people, from which
|> one can form a statistical estimate of the probability.

I am sorry, but you are wrong on both counts. There are several
concepts of probability, and mathematical statisticians work with
all except the erroneous one:

The purest mathematical one is a specialisation of measure
theory, and probabilities are simply positive measures of \sigma
one over some Borel set. Nice and easy, but PURE mathematics.

The simplest semi-physical approximation is a 'repeatable'
experiment (let's leave the philosophy of repeatability out of
it), which is what most people are taught at a naive level.

There is a very common error where excessive simplification
leads people to confuse the concepts of a distribution of a
measurement over a sample and a probability. You have made that
error, I am afraid, though not in its simple form.

There is, however, also the concept of the probability of a
non-repeatable event, which can be handled mathematically just
as easily as a repeatable experiment. What you can't do is to
MEASURE such probabilities, though you can do some measurement
with ensembles (as you correctly state).

Note, however, that this all depends on the existence of time's
arrow (causality again!), because the probability has a meaning
only up until the time that the event takes place (and it may
change as time progresses, too). Whereafter, it is either or 1,
true. So, if you are working with a model of the universe that
does not have such a concept, your first statement is correct.
But few physicists do.


Regards,
Nick Maclaren.

Nick Maclaren
Aug14-04, 06:58 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\n\nIn article &lt;slrnchne4b.8n2.wnoise@ofb.net&gt;,\nAaron Denney &lt;wnoise@ofb.net&gt; writes:\n|&gt; On 2004-08-12, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n|&gt; &gt; Probabilities of single events are meaningless.\n|&gt;\n|&gt; Oh boy. This is a really blatant misconception of probability. I can\'t\n|&gt; tell whether the context rescues this (it seems not, though you are\n|&gt; arguing against another \'interpretation\' that I also find odious), but\n|&gt; the words themselves make probability a useless concept.\n\nThat is true :-( But see below for a possible cause of confusion.\n\nIt is also claimed that talking about the probability of an\ninherently non-repeatable event is meaningless, but even that is\nbased on a naive and mistaken view of probability. What is true\nis that it is quite hard to do much with such probabilities.\n\n|&gt; Independence is a statement about non-correlation between probabilities\n|&gt; of single events, which you claim are meaningless.\n\nEr, that is NOT well-phrased! There is also the serious problem\nthat many people may be using "event" to mean what a probabilist\nwould call "outcome". The word "event" is a common and fruitful\nsource of confusion.\n\n\nRegards,\nNick Maclaren.\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>In article <slrnchne4b.8n2.wnoise@ofb.net>,
Aaron Denney <wnoise@ofb.net> writes:
|> On 2004-08-12, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
|> > Probabilities of single events are meaningless.
|>
|> Oh boy. This is a really blatant misconception of probability. I can't
|> tell whether the context rescues this (it seems not, though you are
|> arguing against another 'interpretation' that I also find odious), but
|> the words themselves make probability a useless concept.

That is true :-( But see below for a possible cause of confusion.

It is also claimed that talking about the probability of an
inherently non-repeatable event is meaningless, but even that is
based on a naive and mistaken view of probability. What is true
is that it is quite hard to do much with such probabilities.

|> Independence is a statement about non-correlation between probabilities
|> of single events, which you claim are meaningless.

Er, that is NOT well-phrased! There is also the serious problem
that many people may be using "event" to mean what a probabilist
would call "outcome". The word "event" is a common and fruitful
source of confusion.


Regards,
Nick Maclaren.

Arnold Neumaier
Aug16-04, 12:55 PM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\n\n\n\nDaryl McCullough wrote:\n&gt; Arnold Neumaier says...\n&gt;\n&gt;&gt;What is the probability that \'I will die of cancer\'?\n&gt;&gt;This is a single event that either will happen, or will not happen.\n&gt;&gt;If you consider this single event only, the probability is 1 or 0\n&gt;&gt;depending on what will actually happen. (But this sort of probability\n&gt;&gt;is not what we talk about in physics.)\n&gt;&gt;\n&gt;&gt;On the other hand one may assign a probability based on some facts\n&gt;&gt;about me. These facts determine an ensemble of people, from which\n&gt;&gt;one can form a statistical estimate of the probability.\n&gt;\n&gt; I don\'t see how ensembles help give any more precise meaning to\n&gt; probability. Suppose you say that "The probability that someone\n&gt; in risk group A will die of cancer is 1/3". That doesn\'t mean\n&gt; that for any 3 people in group A, 1 of them will die of cancer.\n&gt; It doesn\'t mean that for any 30 people, 10 of them will die of\n&gt; cancer.\n\nI claimed neither of these.\n\nTo say that "The probability that someone in risk group A will die\nof cancer is 1/3" means nothing more or less than that exactly 1/3\nof _all_ people in risk group A will die of cancer.\nOf course, we cannot check this before we have information about\nhow all people in risk group A died, but once we have this information,\nwe know.\n\nUsually we only have incomplete knowledge about the ensemble.\nThis is why statisticians say that they _estimate_ probabilities\nbased on _incomplete_ knowledge, collected from a sample.\nWhereas they _compute_ probabilities from _assumed_complete knowledge\nabout the ensemble, namely the theoretical probability distribution.\nEstimates are usually inaccurate but useful; this reconciles the two\napproaches; hence one finds no difficulties at all in actual practice.\n\nA more extensive discussion can be found in my theoretical physics FAQ at\nhttp://www.mat.univie.ac.at/~neum/physics-faq.txt\nIt currently has the following entries about classical probability:\n5a. Random numbers in probability theory\n5b. How meaningful are probabilities of single events?\n5c. What about the subjective interpretation of probabilities?\n5d. What is the meaning of probabilities?\n5e. How do probabilities apply in practice?\n5f. Priors and entropy in probability theory\n\n\n&gt; Saying that there is a 1/3 chance that I will die of cancer is\n&gt; meaningful without ensembles if you interpret that as a measure\n&gt; of my *belief* that I will die of cancer (1 meaning that I\'m\n&gt; certain I will, 0 meaning that I\'m certain I won\'t). Of course,\n&gt; that\'s unsatisfying because we feel that quantum mechanical\n&gt; probabilities are revealing something objective, rather than\n&gt; subjective.\n\nThis is also unsatisfactory because "belief" is an even poorer defined\nconcept than probability, that depends on psychology of human beings,\nwhich is not a sound foundation for physics.\n\nOn the other hands, "ensemble" is a precise concept with far-reaching\napplications, independent of any beliefs, and hence adequate for use\nin quantum mechanics.\n\n\nArnold Neumaier\n\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Daryl McCullough wrote:
> Arnold Neumaier says...
>
>>What is the probability that 'I will die of cancer'?
>>This is a single event that either will happen, or will not happen.
>>If you consider this single event only, the probability is 1 or
>>depending on what will actually happen. (But this sort of probability
>>is not what we talk about in physics.)
>>
>>On the other hand one may assign a probability based on some facts
>>about me. These facts determine an ensemble of people, from which
>>one can form a statistical estimate of the probability.
>
> I don't see how ensembles help give any more precise meaning to
> probability. Suppose you say that "The probability that someone
> in risk group A will die of cancer is 1/3". That doesn't mean
> that for any 3 people in group A, 1 of them will die of cancer.
> It doesn't mean that for any 30 people, 10 of them will die of
> cancer.

I claimed neither of these.

To say that "The probability that someone in risk group A will die
of cancer is 1/3" means nothing more or less than that exactly 1/3
of _all_ people in risk group A will die of cancer.
Of course, we cannot check this before we have information about
how all people in risk group A died, but once we have this information,
we know.

Usually we only have incomplete knowledge about the ensemble.
This is why statisticians say that they _estimate_ probabilities
based on _incomplete_ knowledge, collected from a sample.
Whereas they _compute_ probabilities from _assumed_complete knowledge
about the ensemble, namely the theoretical probability distribution.
Estimates are usually inaccurate but useful; this reconciles the two
approaches; hence one finds no difficulties at all in actual practice.

A more extensive discussion can be found in my theoretical physics FAQ at
http://www.mat.univie.ac.at/~neum/physics-faq.txt
It currently has the following entries about classical probability:
5a. Random numbers in probability theory
5b. How meaningful are probabilities of single events?
5c. What about the subjective interpretation of probabilities?
5d. What is the meaning of probabilities?
5e. How do probabilities apply in practice?
5f. Priors and entropy in probability theory


> Saying that there is a 1/3 chance that I will die of cancer is
> meaningful without ensembles if you interpret that as a measure
> of my *belief* that I will die of cancer (1 meaning that I'm
> certain I will, meaning that I'm certain I won't). Of course,
> that's unsatisfying because we feel that quantum mechanical
> probabilities are revealing something objective, rather than
> subjective.

This is also unsatisfactory because "belief" is an even poorer defined
concept than probability, that depends on psychology of human beings,
which is not a sound foundation for physics.

On the other hands, "ensemble" is a precise concept with far-reaching
applications, independent of any beliefs, and hence adequate for use
in quantum mechanics.


Arnold Neumaier

Arnold Neumaier
Aug16-04, 12:55 PM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\n\n\n\nNick Maclaren wrote:\n&gt; In article &lt;411CA50D.8080100@univie.ac.at&gt;,\n&gt; Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; writes:\n&gt; |&gt;\n&gt; |&gt; What is the probability that \'I will die of cancer\'?\n&gt; |&gt; This is a single event that either will happen, or will not happen.\n&gt; |&gt; If you consider this single event only, the probability is 1 or 0\n&gt; |&gt; depending on what will actually happen. (But this sort of probability\n&gt; |&gt; is not what we talk about in physics.)\n&gt; |&gt;\n&gt; |&gt; On the other hand one may assign a probability based on some facts\n&gt; |&gt; about me. These facts determine an ensemble of people, from which\n&gt; |&gt; one can form a statistical estimate of the probability.\n&gt;\n&gt; I am sorry, but you are wrong on both counts. There are several\n&gt; concepts of probability, and mathematical statisticians work with\n&gt; all except the erroneous one:\n&gt;\n&gt; The purest mathematical one is a specialisation of measure\n&gt; theory, and probabilities are simply positive measures of sigma\n&gt; one over some Borel set. Nice and easy, but PURE mathematics.\n\nThis case conforms to my statements. A discrete measure with\nprobabilities that are integral multiples of N can be viewed as\nan ensemble of N experiments. All statements that make sense for\ndiscrete measures make corresponding assertions about such an\nensemble. From a practical point of view, all other measures are\njust useful approximations to summarise the information in\nensembles with very large N.\n\n\n&gt; The simplest semi-physical approximation is a \'repeatable\'\n&gt; experiment (let\'s leave the philosophy of repeatability out of\n&gt; it), which is what most people are taught at a naive level.\n\nHere the concept of probzbility is already dubious, unless you\nspecify which set of repetitions (i.e., the ensemble)\nyou are applying it to.\n\n\n&gt; There is a very common error where excessive simplification\n&gt; leads people to confuse the concepts of a distribution of a\n&gt; measurement over a sample and a probability. You have made that\n&gt; error, I am afraid, though not in its simple form.\n\nNo. There is a sample distribution, and there is a theoretical\ndistribution. Both assign probabilities to events. The sample\ndistribution is the right one if the ensemble is taken as the\nsample you know, the theoretical distribution is the right one\nif the ensemble is taken as the set of all element in the set\nupon which the sigma algebra is based.\n\n\n&gt; There is, however, also the concept of the probability of a\n&gt; non-repeatable event, which can be handled mathematically just\n&gt; as easily as a repeatable experiment.\n\nIf it is as easy, please give the mathematical formulation of the\nprobability that the earth will be hit by an asteroid in the year 9999?\n\n\n&gt; What you can\'t do is to\n&gt; MEASURE such probabilities, though you can do some measurement\n&gt; with ensembles (as you correctly state).\n\nAs I mentioned in another post, probability assignments to single events\ncan be neither verified nor falsified. Thus they are meaningless.\n\n\nArnold Neumaier\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Nick Maclaren wrote:
> In article <411CA50D.8080100@univie.ac.at>,
> Arnold Neumaier <Arnold.Neumaier@univie.ac.at> writes:
> |>
> |> What is the probability that 'I will die of cancer'?
> |> This is a single event that either will happen, or will not happen.
> |> If you consider this single event only, the probability is 1 or
> |> depending on what will actually happen. (But this sort of probability
> |> is not what we talk about in physics.)
> |>
> |> On the other hand one may assign a probability based on some facts
> |> about me. These facts determine an ensemble of people, from which
> |> one can form a statistical estimate of the probability.
>
> I am sorry, but you are wrong on both counts. There are several
> concepts of probability, and mathematical statisticians work with
> all except the erroneous one:
>
> The purest mathematical one is a specialisation of measure
> theory, and probabilities are simply positive measures of \sigma
> one over some Borel set. Nice and easy, but PURE mathematics.

This case conforms to my statements. A discrete measure with
probabilities that are integral multiples of N can be viewed as
an ensemble of N experiments. All statements that make sense for
discrete measures make corresponding assertions about such an
ensemble. From a practical point of view, all other measures are
just useful approximations to summarise the information in
ensembles with very large N.


> The simplest semi-physical approximation is a 'repeatable'
> experiment (let's leave the philosophy of repeatability out of
> it), which is what most people are taught at a naive level.

Here the concept of probzbility is already dubious, unless you
specify which set of repetitions (i.e., the ensemble)
you are applying it to.


> There is a very common error where excessive simplification
> leads people to confuse the concepts of a distribution of a
> measurement over a sample and a probability. You have made that
> error, I am afraid, though not in its simple form.

No. There is a sample distribution, and there is a theoretical
distribution. Both assign probabilities to events. The sample
distribution is the right one if the ensemble is taken as the
sample you know, the theoretical distribution is the right one
if the ensemble is taken as the set of all element in the set
upon which the \sigma algebra is based.


> There is, however, also the concept of the probability of a
> non-repeatable event, which can be handled mathematically just
> as easily as a repeatable experiment.

If it is as easy, please give the mathematical formulation of the
probability that the earth will be hit by an asteroid in the year 9999?


> What you can't do is to
> MEASURE such probabilities, though you can do some measurement
> with ensembles (as you correctly state).

As I mentioned in another post, probability assignments to single events
can be neither verified nor falsified. Thus they are meaningless.


Arnold Neumaier

Arnold Neumaier
Aug16-04, 12:55 PM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\n\n\n\nAaron Denney wrote:\n&gt; On 2004-08-13, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;\n&gt;&gt;What is the probability that \'I will die of cancer\'?\n&gt;&gt;This is a single event that either will happen, or will not happen.\n&gt;\n&gt; Yep. Events don\'t have to "half-happen" to have a probability of 0.5.\n\nProbability assignments to single events can be neither verified nor\nfalsified. Indeed, suppose we intend to throw a coin exactly once.\nPerson A claims \'the probability of the coin coming out head is 50%\'.\nPerson B claims \'the probability of the coin coming out head is 20%\'.\nPerson C claims \'the probability of the coin coming out head is 80%\'.\nNow we throw the coin and find \'head\'. Who was right? It is undecidable.\n\nThus there cannot be objective content in the statement\n\'the probability of the coin coming out head is p\',\nwhen applied to a single case. Subjectively, of course, every person\nmay feel (and is entitled to feel) right about their probability assignment.\nBut for use in science, such a subjective view (where everyone is right,\nno matter which statement was made) is completely useless.\n\n\n\n&gt;&gt;If you consider this single event only, the probability is 1 or 0\n&gt;&gt;depending on what will actually happen.\n&gt;\n&gt; After the fact, yes. Before no, unless you know enough to time\n&gt; evolve the system.\n\nWhat if someone knows the fact and someone else doesn\'t???\nI am discussing objective probability, since physics is an objective\nscience.\n\n\n\n&gt;&gt;It clearly depends on which sort of ensemble one regarde me to belong\n&gt;&gt;to, what probability you will assign. I belong to many ensembles, and\n&gt;&gt;the answer is different for each of these.\n&gt;\n&gt; Can you tell me which one is the right one to use for this question?\n&gt; Why or why not? Since you said it is either 0 or 1, which ensemble\n&gt; gives that answer?\n\nThe ensemble consisting of me only, as appropriate for a single case.\n\nIn other ensembles, the probability is just the proportion of\npeople in the ensemble dying of cancer; of course this probability,\nthough it is a well-defined number, can be estimated only approximately\n- at least until I am dead ;-)\n\n\n&gt;&gt;Thus probabilities are meaningful not for the single event but only\n&gt;&gt;as a property of the ensemble under consideration.\n&gt;\n&gt; And yet people bet on individual events all the time.\n\nOh yes. They estimate probabilities, based on their faforite ensemble.\nBut as you know, people often lose their bets!\n\n\n&gt;&gt;This can also be seen from the mathematical foundations. Probabilities\n&gt;&gt;are determined by measures on the set of elementary events.\n&gt;\n&gt; That\'s one way of defining the axioms of probability theory and getting\n&gt; the standard results for manipulating probabilities in various self\n&gt; consistent and maximally useful ways. It\'s not the only way,\n\nBut it is the only consistent way.\n\n\n&gt;&gt;All statements in measure theory are _only_ about expectations and\n&gt;&gt;probabilities of all possible realizations simultaneously, and say\n&gt;&gt;nothing at all about any particular realization.\n&gt;\n&gt; All statements in measure theory are about, well, measures over\n&gt; sets and subsets. If you\'re modeling probability with it, then\n&gt; the measure over a subset _is_ supposed to be the probability\n\n"_is_", not "_is_ supposed to be".\n\n&gt; of that subset occuring, or the probability of those particular\n&gt; realizations. Of course they don\'t say that the event will or\n&gt; will not happen, unless the probability is zero or one.\n\nYes; this is why they say nothing at all about the single case.\n\n\n&gt;&gt;For a finite binary random sequence with independent bits,\n&gt;&gt;the sequence 111111111 has exactly the same status and probability\n&gt;&gt;as the sequence 101001101 or 000000000, although only the second\n&gt;&gt;looks random.\n&gt;\n&gt; I\'m not sure what you\'re getting at here. Were this phrased\n&gt; a bit more precisely, I wouldn\'t disagree.\n&gt;\n&gt; How do you define "random" and "independent" for each bit, if single\n&gt; events don\'t have probabilities? If 1 is more or less probable than\n&gt; 0 for each digit, they will indeed have different statuses and\n&gt; probabilities.\n\nHere I meant \'random bit\' to say both probabilities 1/2.\nA random sequence is _not_ a sequence of numbers but a sequence of\nrandom numbers. Only the realizations are sequences of ordinary\nnumbers. Sequences of ordinary numbers are _never_ random, but they\ncan \'look random\' (in a subjective sense).\n\n\nArnold Neumaier\n\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Aaron Denney wrote:
> On 2004-08-13, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>
>>What is the probability that 'I will die of cancer'?
>>This is a single event that either will happen, or will not happen.
>
> Yep. Events don't have to "half-happen" to have a probability of .5.

Probability assignments to single events can be neither verified nor
falsified. Indeed, suppose we intend to throw a coin exactly once.
Person A claims 'the probability of the coin coming out head is 50%'.
Person B claims 'the probability of the coin coming out head is 20%'.
Person C claims 'the probability of the coin coming out head is 80%'.
Now we throw the coin and find 'head'. Who was right? It is undecidable.

Thus there cannot be objective content in the statement
'the probability of the coin coming out head is p',
when applied to a single case. Subjectively, of course, every person
may feel (and is entitled to feel) right about their probability assignment.
But for use in science, such a subjective view (where everyone is right,
no matter which statement was made) is completely useless.



>>If you consider this single event only, the probability is 1 or
>>depending on what will actually happen.
>
> After the fact, yes. Before no, unless you know enough to time
> evolve the system.

What if someone knows the fact and someone else doesn't???
I am discussing objective probability, since physics is an objective
science.



>>It clearly depends on which sort of ensemble one regarde me to belong
>>to, what probability you will assign. I belong to many ensembles, and
>>the answer is different for each of these.
>
> Can you tell me which one is the right one to use for this question?
> Why or why not? Since you said it is either or 1, which ensemble
> gives that answer?

The ensemble consisting of me only, as appropriate for a single case.

In other ensembles, the probability is just the proportion of
people in the ensemble dying of cancer; of course this probability,
though it is a well-defined number, can be estimated only approximately
- at least until I am dead ;-)


>>Thus probabilities are meaningful not for the single event but only
>>as a property of the ensemble under consideration.
>
> And yet people bet on individual events all the time.

Oh yes. They estimate probabilities, based on their faforite ensemble.
But as you know, people often lose their bets!


>>This can also be seen from the mathematical foundations. Probabilities
>>are determined by measures on the set of elementary events.
>
> That's one way of defining the axioms of probability theory and getting
> the standard results for manipulating probabilities in various self
> consistent and maximally useful ways. It's not the only way,

But it is the only consistent way.


>>All statements in measure theory are _only_ about expectations and
>>probabilities of all possible realizations simultaneously, and say
>>nothing at all about any particular realization.
>
> All statements in measure theory are about, well, measures over
> sets and subsets. If you're modeling probability with it, then
> the measure over a subset _is_ supposed to be the probability

"_is_", not "_is_ supposed to be".

> of that subset occuring, or the probability of those particular
> realizations. Of course they don't say that the event will or
> will not happen, unless the probability is zero or one.

Yes; this is why they say nothing at all about the single case.


>>For a finite binary random sequence with independent bits,
>>the sequence 111111111 has exactly the same status and probability
>>as the sequence 101001101 or 000000000, although only the second
>>looks random.
>
> I'm not sure what you're getting at here. Were this phrased
> a bit more precisely, I wouldn't disagree.
>
> How do you define "random" and "independent" for each bit, if single
> events don't have probabilities? If 1 is more or less probable than
> for each digit, they will indeed have different statuses and
> probabilities.

Here I meant 'random bit' to say both probabilities 1/2.
A random sequence is _not_ a sequence of numbers but a sequence of
random numbers. Only the realizations are sequences of ordinary
numbers. Sequences of ordinary numbers are _never_ random, but they
can 'look random' (in a subjective sense).


Arnold Neumaier

Nick Maclaren
Aug16-04, 01:49 PM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\nIn article &lt;411F45F1.10704@univie.ac.at&gt;,\nArnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;Daryl McCullough wrote:\n&gt;\n&gt;To say that "The probability that someone in risk group A will die\n&gt;of cancer is 1/3" means nothing more or less than that exactly 1/3\n&gt;of _all_ people in risk group A will die of cancer.\n\nThat is completely and utterly wrong. You can see that by taking\na nice, simple example (i.e. not cancer).\n\nFair coins have a probability 0.5 of coming up heads. If you toss\n10 fair coins, it is NOT necessarily the case that exactly 5 will\nshow heads.\n\nYou get exactly the same situation with a fixed number of electrons\nin quantum mechanics.\n\n&gt;Of course, we cannot check this before we have information about\n&gt;how all people in risk group A died, but once we have this information,\n&gt;we know.\n\nLet us say 7 coins out of 10 show heads. Would that mean that the\nprobability of a fair coin showing heads was 70%? Oh, come now.\nIf you toss them again (which is where repeatable experiments come\nin), you might well have 4 come up heads. And so on.\n\n&gt;Usually we only have incomplete knowledge about the ensemble.\n&gt;This is why statisticians say that they _estimate_ probabilities\n&gt;based on _incomplete_ knowledge, collected from a sample.\n\nThat is true, but it is only ONE of the things that statisticians\ndo. And not the most important one, either.\n\n&gt;Whereas they _compute_ probabilities from _assumed_complete knowledge\n&gt;about the ensemble, namely the theoretical probability distribution.\n\nGrrk. We also compute confidence intervals on probabilities based\non data, compute probabilities based on a known mathematical model\nand values of its parameters, compute various forms of best estimates\nof probabilities based on data, and so on.\n\n&gt;Estimates are usually inaccurate but useful; this reconciles the two\n&gt;approaches; hence one finds no difficulties at all in actual practice.\n\nHmm. I am glad that you find the problems so simple. Not all leading\nstatisticians do.\n\n&gt;&gt; Saying that there is a 1/3 chance that I will die of cancer is\n&gt;&gt; meaningful without ensembles if you interpret that as a measure\n&gt;&gt; of my *belief* that I will die of cancer (1 meaning that I\'m\n&gt;&gt; certain I will, 0 meaning that I\'m certain I won\'t). Of course,\n&gt;&gt; that\'s unsatisfying because we feel that quantum mechanical\n&gt;&gt; probabilities are revealing something objective, rather than\n&gt;&gt; subjective.\n&gt;\n&gt;This is also unsatisfactory because "belief" is an even poorer defined\n&gt;concept than probability, that depends on psychology of human beings,\n&gt;which is not a sound foundation for physics.\n\nYes and no. That is not true if he defines the mathematical model\nhe is using and the data and methods he is using to estimate the\nparameters of that model. That is, after all, precisely the\nstatistical analogue of measuring a physical constant!\n\n&gt;On the other hands, "ensemble" is a precise concept with far-reaching\n&gt;applications, independent of any beliefs, and hence adequate for use\n&gt;in quantum mechanics.\n\nWell, it wasn\'t a standard term when I did my (masters equivalent)\ncourse in mathematical statistics, though that was some 30+ years\nback. I can guess what it means, but I don\'t think that "a precise\nconcept" is what a mathematical statistician would call it.\n\nPlease note that I am replying to this posting and not yours to mine,\nbecause it gives a clearer example of some of the issues.\n\n\nRegards,\nNick Maclaren.\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>In article <411F45F1.10704@univie.ac.at>,
Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>Daryl McCullough wrote:
>
>To say that "The probability that someone in risk group A will die
>of cancer is 1/3" means nothing more or less than that exactly 1/3
>of _all_ people in risk group A will die of cancer.

That is completely and utterly wrong. You can see that by taking
a nice, simple example (i.e. not cancer).

Fair coins have a probability .5 of coming up heads. If you toss
10 fair coins, it is NOT necessarily the case that exactly 5 will
show heads.

You get exactly the same situation with a fixed number of electrons
in quantum mechanics.

>Of course, we cannot check this before we have information about
>how all people in risk group A died, but once we have this information,
>we know.

Let us say 7 coins out of 10 show heads. Would that mean that the
probability of a fair coin showing heads was 70%? Oh, come now.
If you toss them again (which is where repeatable experiments come
in), you might well have 4 come up heads. And so on.

>Usually we only have incomplete knowledge about the ensemble.
>This is why statisticians say that they _estimate_ probabilities
>based on _incomplete_ knowledge, collected from a sample.

That is true, but it is only ONE of the things that statisticians
do. And not the most important one, either.

>Whereas they _compute_ probabilities from _assumed_complete knowledge
>about the ensemble, namely the theoretical probability distribution.

Grrk. We also compute confidence intervals on probabilities based
on data, compute probabilities based on a known mathematical model
and values of its parameters, compute various forms of best estimates
of probabilities based on data, and so on.

>Estimates are usually inaccurate but useful; this reconciles the two
>approaches; hence one finds no difficulties at all in actual practice.

Hmm. I am glad that you find the problems so simple. Not all leading
statisticians do.

>> Saying that there is a 1/3 chance that I will die of cancer is
>> meaningful without ensembles if you interpret that as a measure
>> of my *belief* that I will die of cancer (1 meaning that I'm
>> certain I will, meaning that I'm certain I won't). Of course,
>> that's unsatisfying because we feel that quantum mechanical
>> probabilities are revealing something objective, rather than
>> subjective.
>
>This is also unsatisfactory because "belief" is an even poorer defined
>concept than probability, that depends on psychology of human beings,
>which is not a sound foundation for physics.

Yes and no. That is not true if he defines the mathematical model
he is using and the data and methods he is using to estimate the
parameters of that model. That is, after all, precisely the
statistical analogue of measuring a physical constant!

>On the other hands, "ensemble" is a precise concept with far-reaching
>applications, independent of any beliefs, and hence adequate for use
>in quantum mechanics.

Well, it wasn't a standard term when I did my (masters equivalent)
course in mathematical statistics, though that was some 30+ years
back. I can guess what it means, but I don't think that "a precise
concept" is what a mathematical statistician would call it.

Please note that I am replying to this posting and not yours to mine,
because it gives a clearer example of some of the issues.


Regards,
Nick Maclaren.

Arnold Neumaier
Aug17-04, 11:26 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\n\n\n\nNick Maclaren wrote:\n&gt; In article &lt;411F45F1.10704@univie.ac.at&gt;,\n&gt; Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;\n&gt;&gt;Daryl McCullough wrote:\n&gt;&gt;\n&gt;&gt;To say that "The probability that someone in risk group A will die\n&gt;&gt;of cancer is 1/3" means nothing more or less than that exactly 1/3\n&gt;&gt;of _all_ people in risk group A will die of cancer.\n&gt;\n&gt;\n&gt; That is completely and utterly wrong. You can see that by taking\n&gt; a nice, simple example (i.e. not cancer).\n&gt;\n&gt; Fair coins have a probability 0.5 of coming up heads. If you toss\n&gt; 10 fair coins, it is NOT necessarily the case that exactly 5 will\n&gt; show heads.\n\nThis is not a correct translation of my claim.\n\nIf you take any finite sigma algebra representing a\nfair coin, one has a finite ensemble of elementary events,\nand exactly half of them come out heads. If you take an infinite\nsigma algebra, the ensemble is infinite, but with the natural\nweighting, again exactly half of them come out head.\nThis is precisely what I claimed.\n\n\'Tossing 10 fair coins\' is just a sloppy way of saying\n\'Selecting a sample of size 10 from the total ensemble\',\nand it is obvious that here the number of heads is 5 only on\naverage over many random samples, again as I had claimed in an\nunquoted part of the post to which you replied.\n\n\n&gt;&gt;On the other hands, "ensemble" is a precise concept with far-reaching\n&gt;&gt;applications, independent of any beliefs, and hence adequate for use\n&gt;&gt;in quantum mechanics.\n&gt;\n&gt; Well, it wasn\'t a standard term when I did my (masters equivalent)\n&gt; course in mathematical statistics, though that was some 30+ years\n&gt; back. I can guess what it means, but I don\'t think that "a precise\n&gt; concept" is what a mathematical statistician would call it.\n\nI am talking here (s.p.r.) physics language.\nIn mathematical terms, a classical ensemble is the set of elementary\nevents underlying the sigma algebra over which the measure is defined.\n\n\nArnold Neumaier\n\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Nick Maclaren wrote:
> In article <411F45F1.10704@univie.ac.at>,
> Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>
>>Daryl McCullough wrote:
>>
>>To say that "The probability that someone in risk group A will die
>>of cancer is 1/3" means nothing more or less than that exactly 1/3
>>of _all_ people in risk group A will die of cancer.
>
>
> That is completely and utterly wrong. You can see that by taking
> a nice, simple example (i.e. not cancer).
>
> Fair coins have a probability .5 of coming up heads. If you toss
> 10 fair coins, it is NOT necessarily the case that exactly 5 will
> show heads.

This is not a correct translation of my claim.

If you take any finite \sigma algebra representing a
fair coin, one has a finite ensemble of elementary events,
and exactly half of them come out heads. If you take an infinite
\sigma algebra, the ensemble is infinite, but with the natural
weighting, again exactly half of them come out head.
This is precisely what I claimed.

'Tossing 10 fair coins' is just a sloppy way of saying
'Selecting a sample of size 10 from the total ensemble',
and it is obvious that here the number of heads is 5 only on
average over many random samples, again as I had claimed in an
unquoted part of the post to which you replied.


>>On the other hands, "ensemble" is a precise concept with far-reaching
>>applications, independent of any beliefs, and hence adequate for use
>>in quantum mechanics.
>
> Well, it wasn't a standard term when I did my (masters equivalent)
> course in mathematical statistics, though that was some 30+ years
> back. I can guess what it means, but I don't think that "a precise
> concept" is what a mathematical statistician would call it.

I am talking here (s.p.r.) physics language.
In mathematical terms, a classical ensemble is the set of elementary
events underlying the \sigma algebra over which the measure is defined.


Arnold Neumaier

Daryl McCullough
Aug17-04, 11:27 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\n\nArnold Neumaier says...\n\n&gt;Probability assignments to single events can be neither verified nor\n&gt;falsified.\n\nProbabilistic predictions can *never* be verified or falsified by any\n(finite) number of observations. If the prediction is that half of all\nparticles of type X decay within T seconds, how many measurements does\nit take to prove the prediction is true? How many measurements does\nit take to prove the prediction is false? The answer is that there is\nno number that is sufficient. It\'s just that as we make more and more\nobservations, we become and more confident that the prediction is true\n(or that it\'s false). There is never a point where it is absolutely\nverified or absolutely falsified, although we can get to a point where\nwe are as good as certain one way or the other.\n\nBut for any finite number of observations, we don\'t know whether the\nprobabilistic prediction is true or not. We\'re in the same boat whether\nwe are talking about 1 observation or 1000.\n\n--\nDaryl McCullough\nIthaca, NY\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Arnold Neumaier says...

>Probability assignments to single events can be neither verified nor
>falsified.

Probabilistic predictions can *never* be verified or falsified by any
(finite) number of observations. If the prediction is that half of all
particles of type X decay within T seconds, how many measurements does
it take to prove the prediction is true? How many measurements does
it take to prove the prediction is false? The answer is that there is
no number that is sufficient. It's just that as we make more and more
observations, we become and more confident that the prediction is true
(or that it's false). There is never a point where it is absolutely
verified or absolutely falsified, although we can get to a point where
we are as good as certain one way or the other.

But for any finite number of observations, we don't know whether the
probabilistic prediction is true or not. We're in the same boat whether
we are talking about 1 observation or 1000.

--
Daryl McCullough
Ithaca, NY

Daryl McCullough
Aug17-04, 11:27 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\n\nArnold Neumaier says...\n\n&gt;To say that "The probability that someone in risk group A will die\n&gt;of cancer is 1/3" means nothing more or less than that exactly 1/3\n&gt;of _all_ people in risk group A will die of cancer.\n\nThat is not true. That\'s the *frequency* with which people in\ngroup A die of cancer. It is *not* the probability. The frequency\nis supposed to *approach* the probability in some sense, but they\naren\'t the same thing.\n\nThink about it. If you have a coin with a 50% chance of heads\nand 50% chance of tails, then the frequency jumps around as time\ngoes on. With the first coin toss, the frequency of heads\nis either 0 or 1. With the second coin toss, the frequency is\neither 0, 1/2, or 1. With the third toss, the frequency is either\n0, 1/3, 2/3, or 1.\n\nNobody would say that the *probability* jumps around like that. The\nprobability is always the same (well, unless there is some\ntime-dependent effect).\n\nProbability is *not* the same thing as relative frequency, and\nensembles don\'t help to define probability. They can help define\nrelative frequency, but only in the case of *finite* ensembles\n(frequency is not well-defined for an infinite ensemble). But it\nis exactly in the case of finite ensembles that the difference\nbetween probability and relativity frequency is the most pronounced.\n\n--\nDaryl McCullough\nIthaca, NY\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Arnold Neumaier says...

>To say that "The probability that someone in risk group A will die
>of cancer is 1/3" means nothing more or less than that exactly 1/3
>of _all_ people in risk group A will die of cancer.

That is not true. That's the *frequency* with which people in
group A die of cancer. It is *not* the probability. The frequency
is supposed to *approach* the probability in some sense, but they
aren't the same thing.

Think about it. If you have a coin with a 50% chance of heads
and 50% chance of tails, then the frequency jumps around as time
goes on. With the first coin toss, the frequency of heads
is either or 1. With the second coin toss, the frequency is
either 0, 1/2, or 1. With the third toss, the frequency is either
0, 1/3, 2/3, or 1.

Nobody would say that the *probability* jumps around like that. The
probability is always the same (well, unless there is some
time-dependent effect).

Probability is *not* the same thing as relative frequency, and
ensembles don't help to define probability. They can help define
relative frequency, but only in the case of *finite* ensembles
(frequency is not well-defined for an infinite ensemble). But it
is exactly in the case of finite ensembles that the difference
between probability and relativity frequency is the most pronounced.

--
Daryl McCullough
Ithaca, NY

Aaron Denney
Aug17-04, 11:27 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\n\n\nOn 2004-08-16, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt; To say that "The probability that someone in risk group A will die\n&gt; of cancer is 1/3" means nothing more or less than that exactly 1/3\n&gt; of _all_ people in risk group A will die of cancer.\n&gt; Of course, we cannot check this before we have information about\n&gt; how all people in risk group A died, but once we have this information,\n&gt; we know.\n\nOkay, you have two choices for defining this ensemble.\nEither (a) it is actual people in this ensemble, and it\'s a finite\nset, or (b) it is imaginary people similar to the ones you actually\ncare about.\n\nFor (b), the probability is not objective, not checkable by anyone else.\n\nFor (a), well, suppose I flip a coin ten times, and get 6 heads and 4\ntails. I really, really, hope that you don\'t think that the coin\nhas a probability of exactly 0.6 of coming up heads. If you flip it\nagain twice and get two tails, is the probability for heads now 0.5?\n\n--\nAaron Denney\n-&gt;&lt;-\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>On 2004-08-16, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
> To say that "The probability that someone in risk group A will die
> of cancer is 1/3" means nothing more or less than that exactly 1/3
> of _all_ people in risk group A will die of cancer.
> Of course, we cannot check this before we have information about
> how all people in risk group A died, but once we have this information,
> we know.

Okay, you have two choices for defining this ensemble.
Either (a) it is actual people in this ensemble, and it's a finite
set, or (b) it is imaginary people similar to the ones you actually
care about.

For (b), the probability is not objective, not checkable by anyone else.

For (a), well, suppose I flip a coin ten times, and get 6 heads and 4
tails. I really, really, hope that you don't think that the coin
has a probability of exactly .6 of coming up heads. If you flip it
again twice and get two tails, is the probability for heads now .5?

--
Aaron Denney
-><-

Aaron Denney
Aug17-04, 11:27 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\n\n\nOn 2004-08-16, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;\n&gt;\n&gt;\n&gt;\n&gt; Aaron Denney wrote:\n&gt;&gt; On 2004-08-13, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;&gt;\n&gt;&gt;&gt;What is the probability that \'I will die of cancer\'?\n&gt;&gt;&gt;This is a single event that either will happen, or will not happen.\n&gt;&gt;\n&gt;&gt; Yep. Events don\'t have to "half-happen" to have a probability of 0.5.\n&gt;\n&gt; Probability assignments to single events can be neither verified nor\n&gt; falsified.\n\nRight. Probability assignments inherently have some subjectivity --\nwhat someone knows determines the assignment.\n\n&gt; Indeed, suppose we intend to throw a coin exactly once.\n&gt; Person A claims \'the probability of the coin coming out head is 50%\'.\n&gt; Person B claims \'the probability of the coin coming out head is 20%\'.\n&gt; Person C claims \'the probability of the coin coming out head is 80%\'.\n&gt; Now we throw the coin and find \'head\'. Who was right? It is undecidable.\n\nAny of them, or none of them, depending on what they knew about the\nprior conditions of tossing. "Appropriate" probability assignment would\nbe better language than "correct". All of them could be correct if A\nknows only that it has heads and tails, and that both can come up, if B\nknows that the coin is heavier on the heads side by a certain amount,\nand C knows that the tosser is extremely practiced and can make it come\nout heads 80% of time.\n\n&gt; Thus there cannot be objective content in the statement\n&gt; \'the probability of the coin coming out head is p\',\n&gt; when applied to a single case. Subjectively, of course, every person\n&gt; may feel (and is entitled to feel) right about their probability assignment.\n&gt; But for use in science, such a subjective view (where everyone is right,\n&gt; no matter which statement was made) is completely useless.\n\nNot at all. Suppose someone you trust completely assures you that a\ncoin is biased so that during tests it comes up one way 80% of the\ntime, and the other 20% of the time, but refuses to tell you which\nis which. What is your probability assignment that the coin comes up\nheads on one toss?\n\nI claim this is the same case as flipping any coin. Deterministically\nit will come up whatever it comes up as. P = 0, or 1, if you knew\neverything. Still, even in this case, where the "objective" probability\nis 0.8 or 0.2, the best representation of the information available to\nyou for a single toss is 0.5 to heads and 0.5 to tails.\n\nIf you know it will be flipped twice, you should assign 0.32 to HH and\nTT and 0.18 to HT and TH.\n\n&gt;&gt;&gt;If you consider this single event only, the probability is 1 or 0\n&gt;&gt;&gt;depending on what will actually happen.\n&gt;&gt;\n&gt;&gt; After the fact, yes. Before no, unless you know enough to time\n&gt;&gt; evolve the system.\n&gt;\n&gt; What if someone knows the fact and someone else doesn\'t???\n&gt; I am discussing objective probability, since physics is an objective\n&gt; science.\n\nThen someone gets a better estimate. Probability theory is a\nway of reasoning about uncertainty. If someone knows that they\nknow enough information, they get what will actually happen with\nprobability 1. Someone who doesn\'t know enough will get a whole\nrange of possible outcomes with different probabilities. These\ndifferent probabilities will still be useful information about\nwhat choices to make.\n\nIt\'s okay for the results to be subjective because different people\nstart with different information. If someone starts with incorrect,\nrather than incomplete information, they\'ll get incorrect results.\nThis is expected.\n\nProbability is _not_ figuring out how often something happens in\nrepeatable experiments. It can be applied to that, yielding the\nwell known de Finetti exchangeability results linking long-run\nfrequency with probability, but limiting it to that case is perverse.\n\n&gt;&gt;&gt;It clearly depends on which sort of ensemble one regarde me to belong\n&gt;&gt;&gt;to, what probability you will assign. I belong to many ensembles, and\n&gt;&gt;&gt;the answer is different for each of these.\n&gt;&gt;\n&gt;&gt; Can you tell me which one is the right one to use for this question?\n&gt;&gt; Why or why not? Since you said it is either 0 or 1, which ensemble\n&gt;&gt; gives that answer?\n&gt;\n&gt; The ensemble consisting of me only, as appropriate for a single case.\n&gt;\n&gt; In other ensembles, the probability is just the proportion of\n&gt; people in the ensemble dying of cancer; of course this probability,\n&gt; though it is a well-defined number, can be estimated only approximately\n&gt; - at least until I am dead ;-)\n\nDo you allow infinite ensembles, or are only rational numbers acceptable\nprobabilities?\n\n&gt;&gt;&gt;Thus probabilities are meaningful not for the single event but only\n&gt;&gt;&gt;as a property of the ensemble under consideration.\n&gt;&gt;\n&gt;&gt; And yet people bet on individual events all the time.\n&gt;\n&gt; Oh yes. They estimate probabilities, based on their favorite ensemble.\n&gt; But as you know, people often lose their bets!\n\nSure. That doesn\'t mean they estimated the probability wrong, or are\nmisusing probability theory. Refusing to let probability theory deal\nwith single events reduces its applicability to almost nothing, and\npeople do successfully use it for single events.\n\n&gt;&gt;&gt;This can also be seen from the mathematical foundations. Probabilities\n&gt;&gt;&gt;are determined by measures on the set of elementary events.\n&gt;&gt;\n&gt;&gt; That\'s one way of defining the axioms of probability theory and getting\n&gt;&gt; the standard results for manipulating probabilities in various self\n&gt;&gt; consistent and maximally useful ways. It\'s not the only way,\n&gt;\n&gt; But it is the only consistent way.\n\nThere are at least three or four different ways. They all give the same\nanswers in the areas where they all apply.\n\n&gt;&gt; of that subset occuring, or the probability of those particular\n&gt;&gt; realizations. Of course they don\'t say that the event will or\n&gt;&gt; will not happen, unless the probability is zero or one.\n&gt;\n&gt; Yes; this is why they say nothing at all about the single case.\n\nSure they, just not something definite. That\'s why there probabilities\ninstead of certainties.\n\nNow, you can do most of this reasoning about uncertainty with ensembles\nrather than states of knowledge, but it\'s much harder and more\ncomplicated. You have to make sure that the ensembles you come up with\nare not only consistent with your state of knowledge, but also don\'t\ntell you anything more -- that they aren\'t biased.\n\nThe choice of ensemble to use is just as subjective as the choices of A,\nB, and C in your example above.\n\n--\nAaron Denney\n-&gt;&lt;-\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>On 2004-08-16, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>
>
>
>
> Aaron Denney wrote:
>> On 2004-08-13, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>>
>>>What is the probability that 'I will die of cancer'?
>>>This is a single event that either will happen, or will not happen.
>>
>> Yep. Events don't have to "half-happen" to have a probability of .5.
>
> Probability assignments to single events can be neither verified nor
> falsified.

Right. Probability assignments inherently have some subjectivity --
what someone knows determines the assignment.

> Indeed, suppose we intend to throw a coin exactly once.
> Person A claims 'the probability of the coin coming out head is 50%'.
> Person B claims 'the probability of the coin coming out head is 20%'.
> Person C claims 'the probability of the coin coming out head is 80%'.
> Now we throw the coin and find 'head'. Who was right? It is undecidable.

Any of them, or none of them, depending on what they knew about the
prior conditions of tossing. "Appropriate" probability assignment would
be better language than "correct". All of them could be correct if A
knows only that it has heads and tails, and that both can come up, if B
knows that the coin is heavier on the heads side by a certain amount,
and C knows that the tosser is extremely practiced and can make it come
out heads 80% of time.

> Thus there cannot be objective content in the statement
> 'the probability of the coin coming out head is p',
> when applied to a single case. Subjectively, of course, every person
> may feel (and is entitled to feel) right about their probability assignment.
> But for use in science, such a subjective view (where everyone is right,
> no matter which statement was made) is completely useless.

Not at all. Suppose someone you trust completely assures you that a
coin is biased so that during tests it comes up one way 80% of the
time, and the other 20% of the time, but refuses to tell you which
is which. What is your probability assignment that the coin comes up
heads on one toss?

I claim this is the same case as flipping any coin. Deterministically
it will come up whatever it comes up as. P = 0, or 1, if you knew
everything. Still, even in this case, where the "objective" probability
is .8 or .2, the best representation of the information available to
you for a single toss is .5 to heads and .5 to tails.

If you know it will be flipped twice, you should assign .32 to HH and
TT and .18 to HT and TH.

>>>If you consider this single event only, the probability is 1 or
>>>depending on what will actually happen.
>>
>> After the fact, yes. Before no, unless you know enough to time
>> evolve the system.
>
> What if someone knows the fact and someone else doesn't???
> I am discussing objective probability, since physics is an objective
> science.

Then someone gets a better estimate. Probability theory is a
way of reasoning about uncertainty. If someone knows that they
know enough information, they get what will actually happen with
probability 1. Someone who doesn't know enough will get a whole
range of possible outcomes with different probabilities. These
different probabilities will still be useful information about
what choices to make.

It's okay for the results to be subjective because different people
start with different information. If someone starts with incorrect,
rather than incomplete information, they'll get incorrect results.
This is expected.

Probability is _not_ figuring out how often something happens in
repeatable experiments. It can be applied to that, yielding the
well known de Finetti exchangeability results linking long-run
frequency with probability, but limiting it to that case is perverse.

>>>It clearly depends on which sort of ensemble one regarde me to belong
>>>to, what probability you will assign. I belong to many ensembles, and
>>>the answer is different for each of these.
>>
>> Can you tell me which one is the right one to use for this question?
>> Why or why not? Since you said it is either or 1, which ensemble
>> gives that answer?
>
> The ensemble consisting of me only, as appropriate for a single case.
>
> In other ensembles, the probability is just the proportion of
> people in the ensemble dying of cancer; of course this probability,
> though it is a well-defined number, can be estimated only approximately
> - at least until I am dead ;-)

Do you allow infinite ensembles, or are only rational numbers acceptable
probabilities?

>>>Thus probabilities are meaningful not for the single event but only
>>>as a property of the ensemble under consideration.
>>
>> And yet people bet on individual events all the time.
>
> Oh yes. They estimate probabilities, based on their favorite ensemble.
> But as you know, people often lose their bets!

Sure. That doesn't mean they estimated the probability wrong, or are
misusing probability theory. Refusing to let probability theory deal
with single events reduces its applicability to almost nothing, and
people do successfully use it for single events.

>>>This can also be seen from the mathematical foundations. Probabilities
>>>are determined by measures on the set of elementary events.
>>
>> That's one way of defining the axioms of probability theory and getting
>> the standard results for manipulating probabilities in various self
>> consistent and maximally useful ways. It's not the only way,
>
> But it is the only consistent way.

There are at least three or four different ways. They all give the same
answers in the areas where they all apply.

>> of that subset occuring, or the probability of those particular
>> realizations. Of course they don't say that the event will or
>> will not happen, unless the probability is zero or one.
>
> Yes; this is why they say nothing at all about the single case.

Sure they, just not something definite. That's why there probabilities
instead of certainties.

Now, you can do most of this reasoning about uncertainty with ensembles
rather than states of knowledge, but it's much harder and more
complicated. You have to make sure that the ensembles you come up with
are not only consistent with your state of knowledge, but also don't
tell you anything more -- that they aren't biased.

The choice of ensemble to use is just as subjective as the choices of A,
B, and C in your example above.

--
Aaron Denney
-><-

Nick Maclaren
Aug18-04, 04:08 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\n\nIn article &lt;4121F056.7090303@univie.ac.at&gt;,\nArnold Neumaier &lt;Arnold.Neumaier@univie.ac.atwrote:\n&gt;&gt;&gt;\n&gt;&gt;&gt;To say that "The probability that someone in risk group A will die\n&gt;&gt;&gt;of cancer is 1/3" means nothing more or less than that exactly 1/3\n&gt;&gt;&gt;of _all_ people in risk group A will die of cancer.\n&gt;&gt;\n&gt;That is completely and utterly wrong. You can see that by taking\n&gt;a nice, simple example (i.e. not cancer).\n&gt;&gt;\n&gt;Fair coins have a probability 0.5 of coming up heads. If you toss\n&gt;10 fair coins, it is NOT necessarily the case that exactly 5 will\n&gt;show heads.\n&gt;\n&gt;This is not a correct translation of my claim.\n\nGood, Because it is completely wrong. It IS a correct example of\nwhat you posted, so I am glad that you didn\'t mean it.\n\n&gt; &gt;If you take any finite sigma algebra representing a\n&gt; &gt;fair coin, one has a finite ensemble of elementary events,\n&gt; &gt;and exactly half of them come out heads.\n&gt;\n&gt; If you take an infinite\n&gt;sigma algebra, the ensemble is infinite, but with the natural\n&gt;weighting, again exactly half of them come out head.\n\nThe very concept of "with the natural weighting, again exactly half\nof them come out head" is misleading to a degree when applied to a\nlimit process (which this is). See below.\n\n&gt;\'Tossing 10 fair coins\' is just a sloppy way of saying\n&gt;\'Selecting a sample of size 10 from the total ensemble\',\n&gt;and it is obvious that here the number of heads is 5 only on\n&gt;average over many random samples, again as I had claimed in an\n&gt;unquoted part of the post to which you replied.\n&gt;\n&gt;&gt;&gt;On the other hands, "ensemble" is a precise concept with far-reaching\n&gt;&gt;&gt;applications, independent of any beliefs, and hence adequate for use\n&gt;&gt;&gt;in quantum mechanics.\n&gt;&gt;\n&gt;Well, it wasn\'t a standard term when I did my (masters equivalent)\n&gt;course in mathematical statistics, though that was some 30+ years\n&gt;back. I can guess what it means, but I don\'t think that "a precise\n&gt;concept" is what a mathematical statistician would call it.\n&gt;\n&gt;I am talking here (s.p.r.) physics language.\n&gt;In mathematical terms, a classical ensemble is the set of elementary\n&gt;events underlying the sigma algebra over which the measure is defined.\n\nI am afraid that this shows a SERIOUS misunderstanding of measure\ntheory (i.e. Borel sets and Lebesgue measure). Yes, discrete measures\n(i.e. over countable sets) have such a basis, but that does NOT extend\nto the general case. And using that \'simplification\' vastly complicates\nthe theory.\n\nIn general, there IS no set of elementary events underlying the Borel\nset. Even when that is defined on top of another set that does have\na concept of basic elements (which is not necessarily the case),\nit isn\'t rare for the measure of all such elements to be zero. The\nsimple and classic example is the real interval [0,1] with the uniform\nmeasure.\n\n\nRegards,\nNick Maclaren.\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>In article <4121F056.7090303@univie.ac.at>,
Arnold Neumaier <Arnold.Neumaier@univie.ac.atwrote:
>>>
>>>To say that "The probability that someone in risk group A will die
>>>of cancer is 1/3" means nothing more or less than that exactly 1/3
>>>of _all_ people in risk group A will die of cancer.
>>
>That is completely and utterly wrong. You can see that by taking
>a nice, simple example (i.e. not cancer).
>>
>Fair coins have a probability .5 of coming up heads. If you toss
>10 fair coins, it is NOT necessarily the case that exactly 5 will
>show heads.
>
>This is not a correct translation of my claim.

Good, Because it is completely wrong. It IS a correct example of
what you posted, so I am glad that you didn't mean it.

> >If you take any finite \sigma algebra representing a
> >fair coin, one has a finite ensemble of elementary events,
> >and exactly half of them come out heads.
>
> If you take an infinite
>\sigma algebra, the ensemble is infinite, but with the natural
>weighting, again exactly half of them come out head.

The very concept of "with the natural weighting, again exactly half
of them come out head" is misleading to a degree when applied to a
limit process (which this is). See below.

>'Tossing 10 fair coins' is just a sloppy way of saying
>'Selecting a sample of size 10 from the total ensemble',
>and it is obvious that here the number of heads is 5 only on
>average over many random samples, again as I had claimed in an
>unquoted part of the post to which you replied.
>
>>>On the other hands, "ensemble" is a precise concept with far-reaching
>>>applications, independent of any beliefs, and hence adequate for use
>>>in quantum mechanics.
>>
>Well, it wasn't a standard term when I did my (masters equivalent)
>course in mathematical statistics, though that was some 30+ years
>back. I can guess what it means, but I don't think that "a precise
>concept" is what a mathematical statistician would call it.
>
>I am talking here (s.p.r.) physics language.
>In mathematical terms, a classical ensemble is the set of elementary
>events underlying the \sigma algebra over which the measure is defined.

I am afraid that this shows a SERIOUS misunderstanding of measure
theory (i.e. Borel sets and Lebesgue measure). Yes, discrete measures
(i.e. over countable sets) have such a basis, but that does NOT extend
to the general case. And using that 'simplification' vastly complicates
the theory.

In general, there IS no set of elementary events underlying the Borel
set. Even when that is defined on top of another set that does have
a concept of basic elements (which is not necessarily the case),
it isn't rare for the measure of all such elements to be zero. The
simple and classic example is the real interval [0,1] with the uniform
measure.


Regards,
Nick Maclaren.

Arnold Neumaier
Aug19-04, 04:50 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\nDaryl McCullough wrote:\n&gt; Arnold Neumaier says...\n&gt;\n&gt;\n&gt;&gt;Probability assignments to single events can be neither verified nor\n&gt;&gt;falsified.\n&gt;\n&gt; Probabilistic predictions can *never* be verified or falsified by any\n&gt; (finite) number of observations. If the prediction is that half of all\n&gt; particles of type X decay within T seconds, how many measurements does\n&gt; it take to prove the prediction is true? How many measurements does\n&gt; it take to prove the prediction is false?\n\nAll those in the defining ensemble. You seem to be thinking of an\ninfinite ensemble; then your statement is true. But if the ensemble\nis finite, one knows the probability of any statement about a random\nvariable x once all realizations x(omega) and their weight are known.\nThis completely characterizes the ensemble.\n\n\nArnold Neumaier\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Daryl McCullough wrote:
> Arnold Neumaier says...
>
>
>>Probability assignments to single events can be neither verified nor
>>falsified.
>
> Probabilistic predictions can *never* be verified or falsified by any
> (finite) number of observations. If the prediction is that half of all
> particles of type X decay within T seconds, how many measurements does
> it take to prove the prediction is true? How many measurements does
> it take to prove the prediction is false?

All those in the defining ensemble. You seem to be thinking of an
infinite ensemble; then your statement is true. But if the ensemble
is finite, one knows the probability of any statement about a random
variable x once all realizations x(\omega) and their weight are known.
This completely characterizes the ensemble.


Arnold Neumaier

Nick Maclaren
Aug19-04, 05:33 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>In article &lt;41245E5A.5000601@univie.ac.at&gt;,\nArnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; writes:\n|&gt; Daryl McCullough wrote:\n|&gt; &gt;\n|&gt; &gt; Probabilistic predictions can *never* be verified or falsified by any\n|&gt; &gt; (finite) number of observations. If the prediction is that half of all\n|&gt; &gt; particles of type X decay within T seconds, how many measurements does\n|&gt; &gt; it take to prove the prediction is true? How many measurements does\n|&gt; &gt; it take to prove the prediction is false?\n|&gt;\n|&gt; All those in the defining ensemble. You seem to be thinking of an\n|&gt; infinite ensemble; then your statement is true. But if the ensemble\n|&gt; is finite, one knows the probability of any statement about a random\n|&gt; variable x once all realizations x(omega) and their weight are known.\n|&gt; This completely characterizes the ensemble.\n\nIf you were talking about probability, then his statement remains\ntrue. You cannot determine the exact probability of a coin coming\nup heads by any finite number of measurements. In that case, the\nunderlying set has cardinality 2, so it is a finite measure, but\nthere are an unlimited number of outcomes (i.e. sampling with\nreplacement).\n\nYou seem to be talking about frequency counting (i.e. sampling\nwithout replacement), but that is NOT a form of probability. It\nobeys a very different set of laws, for a start.\n\nThe more you go on about an ensemble, the more that I think it is\na mathematically inconsistent concept. I don\'t know where it came\nfrom, but I strongly advise you to leave it where you found it,\nand to use the traditional, mathematically consistent concepts of\nprobability theory.\n\nIf you have a reference to a proper mathematical description of\nwhat an ensemble is, I will try to look at it.\n\n\nRegards,\nNick Maclaren.\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>In article <41245E5A.5000601@univie.ac.at>,
Arnold Neumaier <Arnold.Neumaier@univie.ac.at> writes:
|> Daryl McCullough wrote:
|> >|> > Probabilistic predictions can *never* be verified or falsified by any
|> > (finite) number of observations. If the prediction is that half of all
|> > particles of type X decay within T seconds, how many measurements does
|> > it take to prove the prediction is true? How many measurements does
|> > it take to prove the prediction is false?
|>
|> All those in the defining ensemble. You seem to be thinking of an
|> infinite ensemble; then your statement is true. But if the ensemble
|> is finite, one knows the probability of any statement about a random
|> variable x once all realizations x(\omega) and their weight are known.
|> This completely characterizes the ensemble.

If you were talking about probability, then his statement remains
true. You cannot determine the exact probability of a coin coming
up heads by any finite number of measurements. In that case, the
underlying set has cardinality 2, so it is a finite measure, but
there are an unlimited number of outcomes (i.e. sampling with
replacement).

You seem to be talking about frequency counting (i.e. sampling
without replacement), but that is NOT a form of probability. It
obeys a very different set of laws, for a start.

The more you go on about an ensemble, the more that I think it is
a mathematically inconsistent concept. I don't know where it came
from, but I strongly advise you to leave it where you found it,
and to use the traditional, mathematically consistent concepts of
probability theory.

If you have a reference to a proper mathematical description of
what an ensemble is, I will try to look at it.


Regards,
Nick Maclaren.

Arnold Neumaier
Aug19-04, 12:37 PM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>Daryl McCullough wrote:\n&gt; Arnold Neumaier says...\n&gt;\n&gt;\n&gt;&gt;To say that "The probability that someone in risk group A will die\n&gt;&gt;of cancer is 1/3" means nothing more or less than that exactly 1/3\n&gt;&gt;of _all_ people in risk group A will die of cancer.\n&gt;\n&gt; That is not true. That\'s the *frequency* with which people in\n&gt; group A die of cancer. It is *not* the probability.\n\nThe relative frequency _is_ the probability in the sample. If the sample\nis the whole ensemble, it _is_ the ensemble probability. This is simple\nmathematics. Given a set (x_1,...,x_N) of real numbers, say,\nThe natural measure on this set is mu(x)= sum_i delta(x-x_i).\nCalculating probabilities with respect to this measure gives exactly\nthe relative frequencies.\n\n\n&gt; The frequency\n&gt; is supposed to *approach* the probability in some sense, but they\n&gt; aren\'t the same thing.\n\nThis is when you take samples that are smaller than the full ensemble.\n(Note that I was talking about _all_ people in risk group A, not just\nan observed small sample.)\n\nIn the small sample case, the relative frequency need not *approach*\nthe probability in any sense. But the ensemble mean over all samples\nwill give the probability exactly. (Of course, it cannot be inderred\nfrom incomplete samples.)\n\n\nArnold Neumaier\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Daryl McCullough wrote:
> Arnold Neumaier says...
>
>
>>To say that "The probability that someone in risk group A will die
>>of cancer is 1/3" means nothing more or less than that exactly 1/3
>>of _all_ people in risk group A will die of cancer.
>
> That is not true. That's the *frequency* with which people in
> group A die of cancer. It is *not* the probability.

The relative frequency _is_ the probability in the sample. If the sample
is the whole ensemble, it _is_ the ensemble probability. This is simple
mathematics. Given a set (x_1,...,x_N) of real numbers, say,
The natural measure on this set is \mu(x)= sum_i \delta(x-x_i).
Calculating probabilities with respect to this measure gives exactly
the relative frequencies.


> The frequency
> is supposed to *approach* the probability in some sense, but they
> aren't the same thing.

This is when you take samples that are smaller than the full ensemble.
(Note that I was talking about _all_ people in risk group A, not just
an observed small sample.)

In the small sample case, the relative frequency need not *approach*
the probability in any sense. But the ensemble mean over all samples
will give the probability exactly. (Of course, it cannot be inderred
from incomplete samples.)


Arnold Neumaier

Arnold Neumaier
Aug19-04, 12:37 PM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>Aaron Denney wrote:\n&gt; On 2004-08-16, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;\n&gt;&gt;To say that "The probability that someone in risk group A will die\n&gt;&gt;of cancer is 1/3" means nothing more or less than that exactly 1/3\n&gt;&gt;of _all_ people in risk group A will die of cancer.\n&gt;&gt;Of course, we cannot check this before we have information about\n&gt;&gt;how all people in risk group A died, but once we have this information,\n&gt;&gt;we know.\n&gt;\n&gt; Okay, you have two choices for defining this ensemble.\n&gt; Either (a) it is actual people in this ensemble, and it\'s a finite\n&gt; set, or (b) it is imaginary people similar to the ones you actually\n&gt; care about.\n&gt;\n&gt; For (b), the probability is not objective, not checkable by anyone else.\n\nYes. But physics is not about imaginary situations. Actual ensembles\ntend to be finite, though one generally probes only a small sample\nof them.\n\n\n&gt; For (a), well, suppose I flip a coin ten times, and get 6 heads and 4\n&gt; tails. I really, really, hope that you don\'t think that the coin\n&gt; has a probability of exactly 0.6 of coming up heads. If you flip it\n&gt; again twice and get two tails, is the probability for heads now 0.5?\n\nAs I said, probabilities make sense only relative to a specified ensemble.\nIf you change the ensemble, of course the probabilities change.\nWhen _you_ discuss coins, you tacitly take the ensemble in the sense of (b).\nTherefore, flipping the coin 10 times does not tell anything about\nthe probability, except that, in some vague sense, it is about 0.6.\n\nFlipping a real coin defines a finite ensemble, consisting of all cases\nthis coin is actually flipped throughout its existence. Of course,\nin practice, we approximate real coins by \'fair coins\' defined through an\ninfinite ensemble, since the latter is tractable in any detail desired.\n\nIn _my_ statement about cancer risk, the ensemble is finite, and knowing\nthe whole ensemble implies knowing the probability of cancer in risk group\nA. Knowing only the results from a sample of 30 patients in a hospital,\nwhich is akin to your flipping of 10 coins, gives insufficient information\nabout the ensemble, and allows only probability estimates with the usual\nlimitations.\n\n\nArnold Neumaier\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Aaron Denney wrote:
> On 2004-08-16, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>
>>To say that "The probability that someone in risk group A will die
>>of cancer is 1/3" means nothing more or less than that exactly 1/3
>>of _all_ people in risk group A will die of cancer.
>>Of course, we cannot check this before we have information about
>>how all people in risk group A died, but once we have this information,
>>we know.
>
> Okay, you have two choices for defining this ensemble.
> Either (a) it is actual people in this ensemble, and it's a finite
> set, or (b) it is imaginary people similar to the ones you actually
> care about.
>
> For (b), the probability is not objective, not checkable by anyone else.

Yes. But physics is not about imaginary situations. Actual ensembles
tend to be finite, though one generally probes only a small sample
of them.


> For (a), well, suppose I flip a coin ten times, and get 6 heads and 4
> tails. I really, really, hope that you don't think that the coin
> has a probability of exactly .6 of coming up heads. If you flip it
> again twice and get two tails, is the probability for heads now .5?

As I said, probabilities make sense only relative to a specified ensemble.
If you change the ensemble, of course the probabilities change.
When _you_ discuss coins, you tacitly take the ensemble in the sense of (b).
Therefore, flipping the coin 10 times does not tell anything about
the probability, except that, in some vague sense, it is about .6.

Flipping a real coin defines a finite ensemble, consisting of all cases
this coin is actually flipped throughout its existence. Of course,
in practice, we approximate real coins by 'fair coins' defined through an
infinite ensemble, since the latter is tractable in any detail desired.

In _my_ statement about cancer risk, the ensemble is finite, and knowing
the whole ensemble implies knowing the probability of cancer in risk group
A. Knowing only the results from a sample of 30 patients in a hospital,
which is akin to your flipping of 10 coins, gives insufficient information
about the ensemble, and allows only probability estimates with the usual
limitations.


Arnold Neumaier

Arnold Neumaier
Aug19-04, 12:39 PM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>Aaron Denney wrote:\n&gt; On 2004-08-16, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;&gt;\n&gt;&gt;Aaron Denney wrote:\n&gt;&gt;\n&gt;&gt;&gt;On 2004-08-13, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;&gt;&gt;\n&gt;&gt;Probability assignments to single events can be neither verified nor\n&gt;&gt;falsified.\n&gt;&gt;\n&gt; Right. Probability assignments inherently have some subjectivity --\n&gt; what someone knows determines the assignment.\n\nActually, what someone assumes as known. One can never know anything\nabout probabilities unless one has seen the whole ensemble. Thus one\nmakes models of the situation at hand, based on partial information,\nand proceeds as if this model were correct. Calling this \'knowledge\'\nis a misnomer.\n\n\n&gt;&gt;Indeed, suppose we intend to throw a coin exactly once.\n&gt;&gt;Person A claims \'the probability of the coin coming out head is 50%\'.\n&gt;&gt;Person B claims \'the probability of the coin coming out head is 20%\'.\n&gt;&gt;Person C claims \'the probability of the coin coming out head is 80%\'.\n&gt;&gt;Now we throw the coin and find \'head\'. Who was right? It is undecidable.\n&gt;\n&gt; Any of them, or none of them, depending on what they knew about the\n&gt; prior conditions of tossing. "Appropriate" probability assignment would\n&gt; be better language than "correct". All of them could be correct if A\n&gt; knows only that it has heads and tails, and that both can come up, if B\n&gt; knows that the coin is heavier on the heads side by a certain amount,\n&gt; and C knows that the tosser is extremely practiced and can make it come\n&gt; out heads 80% of time.\n\nBut for this analysis it is irrelavant what the result of the throw was.\nEach party feels it was right; and it was. This is the hallmark of\nunscientific theories...\n\nA: It is fallacious to assume a head probability of 50% based on knowing\nonly that a coin has a head and a tail. Ignorance cannot be replaced by\nequiprobability. Effectively, A says: given my ignorance, I model the\nsingle coin throw as a random trial of a fair coin. This may be a useful\nhypothesis, but it doesn\'t constitute knowledge. Instead, it is a choice\nof the ensemble within which to regard the specific coin throw.\n\nB makes the mistake to assume that the tossing probability depends on the\ndensity distribution of the coin only. Effectively, B says: Given my\nknowledge of material physics and the difficulty of analyzing the detailed\nthrowing behavior, I opt for a model of a random trial of a biased coin.\nAgain, B decides to consider the single throw as part of a (this time\ndifferent) ensemble.\n\nC pretends to have knowledge that is impossible to attain. The best C\ncan know is that in the past, the tosser tossed 100 coins, say and\nfound 80 heads. He substitutes probabilities computed from a\ncomplete ensemble in the past (equivalently, sample probabilities\nfrom an incomplete sample) for the probability of the new throw.\n\nThese are all legitimate stategies to form hypotheses, but taking any\nof these hypotheses as _fact_ (as is done when saying \'the probability\n_is_\' (instead of \'my probability estimate _is_\' is a completely\nirrational activity.\n\nThus subjective probability is the probability computed on the basis\nof an ensemble chosen by tractability, partial information and/or\nprejudice. it has no meaning at all for the single case at hand,\nbut only tells about the attitude of the subject making the claim.\n\n\n\n\n&gt;&gt;Thus there cannot be objective content in the statement\n&gt;&gt;\'the probability of the coin coming out head is p\',\n&gt;&gt;when applied to a single case. Subjectively, of course, every person\n&gt;&gt;may feel (and is entitled to feel) right about their probability assignment.\n&gt;&gt;But for use in science, such a subjective view (where everyone is right,\n&gt;&gt;no matter which statement was made) is completely useless.\n&gt;\n&gt; Not at all. Suppose someone you trust completely assures you that a\n&gt; coin is biased so that during tests it comes up one way 80% of the\n&gt; time, and the other 20% of the time, but refuses to tell you which\n&gt; is which. What is your probability assignment that the coin comes up\n&gt; heads on one toss?\n\nI could not trust completely, since the person cannot know the claimed\ninformation. The test involved a limited number of other coin throws,\nhecne constitute an incomplete sample of the ensemble. Thus the person\'s\nassignment of probabilities is spurious. To trust completely, I\'d need\nto hear a claim such as \'p=0.8 with confidence level of 5 sigma based\non a binomial distribution\'. The I\'d confidently assert that the\n\'probability for tossing this coin\' is close to 0.8. But I would\nstill not claim a probability for \'the next toss\', except perhaps\ninformally in the sense of \'pars pro toto\'.\n\n\n\n&gt;&gt;&gt;&gt;If you consider this single event only, the probability is 1 or 0\n&gt;&gt;&gt;&gt;depending on what will actually happen.\n&gt;&gt;&gt;\n&gt;&gt;&gt;After the fact, yes. Before no, unless you know enough to time\n&gt;&gt;&gt;evolve the system.\n&gt;&gt;\n&gt;&gt;What if someone knows the fact and someone else doesn\'t???\n&gt;&gt;I am discussing objective probability, since physics is an objective\n&gt;&gt;science.\n&gt;\n&gt; Then someone gets a better estimate. Probability theory is a\n&gt; way of reasoning about uncertainty. If someone knows that they\n&gt; know enough information, they get what will actually happen with\n&gt; probability 1.\n\nAnd this is possible if and only if they know the complete ensemble\n(with exception of a set of measure zero). This is what I claime\nall the time. If the ensemble is known only incompletely, any claim\nof \'enough information\' is spurious.\n\n\n&gt;&gt;&gt;&gt;It clearly depends on which sort of ensemble one regarde me to belong\n&gt;&gt;&gt;&gt;to, what probability you will assign. I belong to many ensembles, and\n&gt;&gt;&gt;&gt;the answer is different for each of these.\n&gt;&gt;&gt;\n&gt;&gt;&gt;Can you tell me which one is the right one to use for this question?\n&gt;&gt;&gt;Why or why not? Since you said it is either 0 or 1, which ensemble\n&gt;&gt;&gt;gives that answer?\n&gt;&gt;\n&gt;&gt;The ensemble consisting of me only, as appropriate for a single case.\n&gt;&gt;\n&gt;&gt;In other ensembles, the probability is just the proportion of\n&gt;&gt;people in the ensemble dying of cancer; of course this probability,\n&gt;&gt;though it is a well-defined number, can be estimated only approximately\n&gt;&gt;- at least until I am dead ;-)\n&gt;\n&gt; Do you allow infinite ensembles, or are only rational numbers acceptable\n&gt; probabilities?\n\nMost ensembles considered in physics are taken as infinite, for the\nsake of tractability. In that case, all real numbers in [0,1] are\neligible as probabilities.\n\n\n&gt;&gt;&gt;&gt;Thus probabilities are meaningful not for the single event but only\n&gt;&gt;&gt;&gt;as a property of the ensemble under consideration.\n&gt;&gt;&gt;\n&gt;&gt;&gt;And yet people bet on individual events all the time.\n&gt;&gt;\n&gt;&gt;Oh yes. They estimate probabilities, based on their favorite ensemble.\n&gt;&gt;But as you know, people often lose their bets!\n&gt;\n&gt; Sure. That doesn\'t mean they estimated the probability wrong, or are\n&gt; misusing probability theory. Refusing to let probability theory deal\n&gt; with single events reduces its applicability to almost nothing, and\n&gt; people do successfully use it for single events.\n\nNo. People who bet based on probabilities, tend to bet many times,\nnot just a single time. They tend to select an ensemble that incorporates\nwhat they are prepared to believe as true or justified (irrespective of\nwhether it in fact is), and are content if their expectations are met\non the average - not in the single case.\n\n\n&gt;&gt;&gt;&gt;This can also be seen from the mathematical foundations. Probabilities\n&gt;&gt;&gt;&gt;are determined by measures on the set of elementary events.\n&gt;&gt;&gt;\n&gt;&gt;&gt;That\'s one way of defining the axioms of probability theory and getting\n&gt;&gt;&gt;the standard results for manipulating probabilities in various self\n&gt;&gt;&gt;consistent and maximally useful ways. It\'s not the only way,\n&gt;&gt;\n&gt;&gt;But it is the only consistent way.\n&gt;\n&gt; There are at least three or four different ways. They all give the same\n&gt; answers in the areas where they all apply.\n\nEvery consistent theory of classical probability is eqivalent to that of\nKolmogorov. Different ways of deriving it are of course possible, but\nthis is secondary; it is comparable to the different ways one can introduce\nreal numbers. But the final theory is as unique as is the theory of\nreal numbers.\n\n\n&gt;&gt;&gt;of that subset occuring, or the probability of those particular\n&gt;&gt;&gt;realizations. Of course they don\'t say that the event will or\n&gt;&gt;&gt;will not happen, unless the probability is zero or one.\n&gt;&gt;\n&gt;&gt;Yes; this is why they say nothing at all about the single case.\n&gt;\n&gt; Sure they, just not something definite. That\'s why there probabilities\n&gt; instead of certainties.\n\nThey say nothing that can be verified or falsified. Thus nothing.\n\n\n&gt; Now, you can do most of this reasoning about uncertainty with ensembles\n&gt; rather than states of knowledge, but it\'s much harder and more\n&gt; complicated.\n\n\'States of knowledge\' are in fact not at all states of \'knowledge\',\nbut of \'prejudice\'. of \'assumptions about which ensemble to consider\'.\nThose who make the best assumptions will have the best results.\n\n\n&gt; You have to make sure that the ensembles you come up with\n&gt; are not only consistent with your state of knowledge, but also don\'t\n&gt; tell you anything more -- that they aren\'t biased.\n\nAnd one has to do the same with the putative \'states of knowledge\'\n\n\n&gt; The choice of ensemble to use is just as subjective as the choices of A,\n&gt; B, and C in your example above.\n\nyes, this conforms to my claims. I said, within a given ensemble,\nprobabilities have an objective meaning; but the choice of ensemble\nin which to consider a singe event is purely subjective.\n\nThis is different when one has a multitude of events.\nThen the family of ensembles that match the information available\nto a high degreee of confidence is quite small, and finding such\na description is already a scientific task.\n\nThat\'s why statistical physics is not subjective anymore.\n\n\nArnold Neumaier\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Aaron Denney wrote:
> On 2004-08-16, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>>
>>Aaron Denney wrote:
>>
>>>On 2004-08-13, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>>>
>>Probability assignments to single events can be neither verified nor
>>falsified.
>>
> Right. Probability assignments inherently have some subjectivity --
> what someone knows determines the assignment.

Actually, what someone assumes as known. One can never know anything
about probabilities unless one has seen the whole ensemble. Thus one
makes models of the situation at hand, based on partial information,
and proceeds as if this model were correct. Calling this 'knowledge'
is a misnomer.


>>Indeed, suppose we intend to throw a coin exactly once.
>>Person A claims 'the probability of the coin coming out head is 50%'.
>>Person B claims 'the probability of the coin coming out head is 20%'.
>>Person C claims 'the probability of the coin coming out head is 80%'.
>>Now we throw the coin and find 'head'. Who was right? It is undecidable.
>
> Any of them, or none of them, depending on what they knew about the
> prior conditions of tossing. "Appropriate" probability assignment would
> be better language than "correct". All of them could be correct if A
> knows only that it has heads and tails, and that both can come up, if B
> knows that the coin is heavier on the heads side by a certain amount,
> and C knows that the tosser is extremely practiced and can make it come
> out heads 80% of time.

But for this analysis it is irrelavant what the result of the throw was.
Each party feels it was right; and it was. This is the hallmark of
unscientific theories...

A: It is fallacious to assume a head probability of 50% based on knowing
only that a coin has a head and a tail. Ignorance cannot be replaced by
equiprobability. Effectively, A says: given my ignorance, I model the
single coin throw as a random trial of a fair coin. This may be a useful
hypothesis, but it doesn't constitute knowledge. Instead, it is a choice
of the ensemble within which to regard the specific coin throw.

B makes the mistake to assume that the tossing probability depends on the
density distribution of the coin only. Effectively, B says: Given my
knowledge of material physics and the difficulty of analyzing the detailed
throwing behavior, I opt for a model of a random trial of a biased coin.
Again, B decides to consider the single throw as part of a (this time
different) ensemble.

C pretends to have knowledge that is impossible to attain. The best C
can know is that in the past, the tosser tossed 100 coins, say and
found 80 heads. He substitutes probabilities computed from a
complete ensemble in the past (equivalently, sample probabilities
from an incomplete sample) for the probability of the new throw.

These are all legitimate stategies to form hypotheses, but taking any
of these hypotheses as _fact_ (as is done when saying 'the probability
_is_' (instead of 'my probability estimate _is_' is a completely
irrational activity.

Thus subjective probability is the probability computed on the basis
of an ensemble chosen by tractability, partial information and/or
prejudice. it has no meaning at all for the single case at hand,
but only tells about the attitude of the subject making the claim.




>>Thus there cannot be objective content in the statement
>>'the probability of the coin coming out head is p',
>>when applied to a single case. Subjectively, of course, every person
>>may feel (and is entitled to feel) right about their probability assignment.
>>But for use in science, such a subjective view (where everyone is right,
>>no matter which statement was made) is completely useless.
>
> Not at all. Suppose someone you trust completely assures you that a
> coin is biased so that during tests it comes up one way 80% of the
> time, and the other 20% of the time, but refuses to tell you which
> is which. What is your probability assignment that the coin comes up
> heads on one toss?

I could not trust completely, since the person cannot know the claimed
information. The test involved a limited number of other coin throws,
hecne constitute an incomplete sample of the ensemble. Thus the person's
assignment of probabilities is spurious. To trust completely, I'd need
to hear a claim such as 'p=0.8 with confidence level of 5 \sigma based
on a binomial distribution'. The I'd confidently assert that the
'probability for tossing this coin' is close to .8. But I would
still not claim a probability for 'the next toss', except perhaps
informally in the sense of 'pars pro toto'.



>>>>If you consider this single event only, the probability is 1 or
>>>>depending on what will actually happen.
>>>
>>>After the fact, yes. Before no, unless you know enough to time
>>>evolve the system.
>>
>>What if someone knows the fact and someone else doesn't???
>>I am discussing objective probability, since physics is an objective
>>science.
>
> Then someone gets a better estimate. Probability theory is a
> way of reasoning about uncertainty. If someone knows that they
> know enough information, they get what will actually happen with
> probability 1.

And this is possible if and only if they know the complete ensemble
(with exception of a set of measure zero). This is what I claime
all the time. If the ensemble is known only incompletely, any claim
of 'enough information' is spurious.


>>>>It clearly depends on which sort of ensemble one regarde me to belong
>>>>to, what probability you will assign. I belong to many ensembles, and
>>>>the answer is different for each of these.
>>>
>>>Can you tell me which one is the right one to use for this question?
>>>Why or why not? Since you said it is either or 1, which ensemble
>>>gives that answer?
>>
>>The ensemble consisting of me only, as appropriate for a single case.
>>
>>In other ensembles, the probability is just the proportion of
>>people in the ensemble dying of cancer; of course this probability,
>>though it is a well-defined number, can be estimated only approximately
>>- at least until I am dead ;-)
>
> Do you allow infinite ensembles, or are only rational numbers acceptable
> probabilities?

Most ensembles considered in physics are taken as infinite, for the
sake of tractability. In that case, all real numbers in [0,1] are
eligible as probabilities.


>>>>Thus probabilities are meaningful not for the single event but only
>>>>as a property of the ensemble under consideration.
>>>
>>>And yet people bet on individual events all the time.
>>
>>Oh yes. They estimate probabilities, based on their favorite ensemble.
>>But as you know, people often lose their bets!
>
> Sure. That doesn't mean they estimated the probability wrong, or are
> misusing probability theory. Refusing to let probability theory deal
> with single events reduces its applicability to almost nothing, and
> people do successfully use it for single events.

No. People who bet based on probabilities, tend to bet many times,
not just a single time. They tend to select an ensemble that incorporates
what they are prepared to believe as true or justified (irrespective of
whether it in fact is), and are content if their expectations are met
on the average - not in the single case.


>>>>This can also be seen from the mathematical foundations. Probabilities
>>>>are determined by measures on the set of elementary events.
>>>
>>>That's one way of defining the axioms of probability theory and getting
>>>the standard results for manipulating probabilities in various self
>>>consistent and maximally useful ways. It's not the only way,
>>
>>But it is the only consistent way.
>
> There are at least three or four different ways. They all give the same
> answers in the areas where they all apply.

Every consistent theory of classical probability is eqivalent to that of
Kolmogorov. Different ways of deriving it are of course possible, but
this is secondary; it is comparable to the different ways one can introduce
real numbers. But the final theory is as unique as is the theory of
real numbers.


>>>of that subset occuring, or the probability of those particular
>>>realizations. Of course they don't say that the event will or
>>>will not happen, unless the probability is zero or one.
>>
>>Yes; this is why they say nothing at all about the single case.
>
> Sure they, just not something definite. That's why there probabilities
> instead of certainties.

They say nothing that can be verified or falsified. Thus nothing.


> Now, you can do most of this reasoning about uncertainty with ensembles
> rather than states of knowledge, but it's much harder and more
> complicated.

'States of knowledge' are in fact not at all states of 'knowledge',
but of 'prejudice'. of 'assumptions about which ensemble to consider'.
Those who make the best assumptions will have the best results.


> You have to make sure that the ensembles you come up with
> are not only consistent with your state of knowledge, but also don't
> tell you anything more -- that they aren't biased.

And one has to do the same with the putative 'states of knowledge'


> The choice of ensemble to use is just as subjective as the choices of A,
> B, and C in your example above.

yes, this conforms to my claims. I said, within a given ensemble,
probabilities have an objective meaning; but the choice of ensemble
in which to consider a singe event is purely subjective.

This is different when one has a multitude of events.
Then the family of ensembles that match the information available
to a high degreee of confidence is quite small, and finding such
a description is already a scientific task.

That's why statistical physics is not subjective anymore.


Arnold Neumaier

Arnold Neumaier
Aug19-04, 12:39 PM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>Nick Maclaren wrote:\n&gt; In article &lt;4121F056.7090303@univie.ac.at&gt;,\n&gt; Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.atwrote:\n&gt;\n&gt;&gt;In mathematical terms, a classical ensemble is the set of elementary\n&gt;&gt;events underlying the sigma algebra over which the measure is defined.\n&gt;\n&gt; I am afraid that this shows a SERIOUS misunderstanding of measure\n&gt; theory (i.e. Borel sets and Lebesgue measure). Yes, discrete measures\n&gt; (i.e. over countable sets) have such a basis, but that does NOT extend\n&gt; to the general case. And using that \'simplification\' vastly complicates\n&gt; the theory.\n&gt;\n&gt; In general, there IS no set of elementary events underlying the Borel\n&gt; set. Even when that is defined on top of another set that does have\n&gt; a concept of basic elements (which is not necessarily the case),\n\nThis is not correct. I have no idea how one could define a sigma algebra\nwithout an underlying set Omega of elementary events.\n\nThe simplest sigma algebra realizing a uniformly distributed number\nin [0,1], the sigma algebra of Lebesgue measurable functions on [0,1],\nhas Omega=[0,1]. To get a sigma algebra over which one can define\nn&gt;1 independent random numbers, one needs a bigger sigma algebra,\nfor example the tensor product of N&gt;=n of the minimal one.\n\nIf the measure is discrete, elements of Omega can be interpreted as\n\'elementary events\' with positive probability. This is how they are used\nin introductions to probability theory, where the discrete case is\nemphasized. If the measure is continuous, the notion still makes sense,\nalthough now each elementary event has probability zero, and statements\nwith positive probability must hold in uncountably many realizations.\n\n\n&gt; it isn\'t rare for the measure of all such elements to be zero. The\n&gt; simple and classic example is the real interval [0,1] with the uniform\n&gt; measure.\n\nThis does not impair the validity of the concept.\n\nLet us consider the physically important example of Brownian motion.\nBrownian motion (the random walk in space) is modelled by an ensemble\nwhose realizations (members) are the H"older differentiable\nfunctions on R^3 with exponent 1/2. The probability of any particular\nrealization of a random walk is exactly zero. Nevertheless, the ensemble\nis precisely the set Omega composed of all such realizations.\nAnd the appropriate sigma algebra carrying the Wiener measure needed to\ndescribe the random walk is indeed an algebra of subsets of Omega.\n\nThus my statements are fully conforming with measure theory.\n\n\nArnold Neumaier\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Nick Maclaren wrote:
> In article <4121F056.7090303@univie.ac.at>,
> Arnold Neumaier <Arnold.Neumaier@univie.ac.atwrote:
>
>>In mathematical terms, a classical ensemble is the set of elementary
>>events underlying the \sigma algebra over which the measure is defined.
>
> I am afraid that this shows a SERIOUS misunderstanding of measure
> theory (i.e. Borel sets and Lebesgue measure). Yes, discrete measures
> (i.e. over countable sets) have such a basis, but that does NOT extend
> to the general case. And using that 'simplification' vastly complicates
> the theory.
>
> In general, there IS no set of elementary events underlying the Borel
> set. Even when that is defined on top of another set that does have
> a concept of basic elements (which is not necessarily the case),

This is not correct. I have no idea how one could define a \sigma algebra
without an underlying set \Omega of elementary events.

The simplest \sigma algebra realizing a uniformly distributed number
in [0,1], the \sigma algebra of Lebesgue measurable functions on [0,1],
has \Omega=[0,1]. To get a \sigma algebra over which one can define
n>1 independent random numbers, one needs a bigger \sigma algebra,
for example the tensor product of N>=n of the minimal one.

If the measure is discrete, elements of \Omega can be interpreted as
'elementary events' with positive probability. This is how they are used
in introductions to probability theory, where the discrete case is
emphasized. If the measure is continuous, the notion still makes sense,
although now each elementary event has probability zero, and statements
with positive probability must hold in uncountably many realizations.


> it isn't rare for the measure of all such elements to be zero. The
> simple and classic example is the real interval [0,1] with the uniform
> measure.

This does not impair the validity of the concept.

Let us consider the physically important example of Brownian motion.
Brownian motion (the random walk in space) is modelled by an ensemble
whose realizations (members) are the H"older differentiable
functions on R^3 with exponent 1/2. The probability of any particular
realization of a random walk is exactly zero. Nevertheless, the ensemble
is precisely the set \Omega composed of all such realizations.
And the appropriate \sigma algebra carrying the Wiener measure needed to
describe the random walk is indeed an algebra of subsets of \Omega.

Thus my statements are fully conforming with measure theory.


Arnold Neumaier

Arnold Neumaier
Aug19-04, 12:39 PM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>Nick Maclaren wrote:\n&gt; In article &lt;41245E5A.5000601@univie.ac.at&gt;,\n&gt; Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; writes:\n&gt; |&gt; Daryl McCullough wrote:\n&gt; |&gt; &gt;\n&gt; |&gt; &gt; Probabilistic predictions can *never* be verified or falsified by any\n&gt; |&gt; &gt; (finite) number of observations. If the prediction is that half of all\n&gt; |&gt; &gt; particles of type X decay within T seconds, how many measurements does\n&gt; |&gt; &gt; it take to prove the prediction is true? How many measurements does\n&gt; |&gt; &gt; it take to prove the prediction is false?\n&gt; |&gt;\n&gt; |&gt; All those in the defining ensemble. You seem to be thinking of an\n&gt; |&gt; infinite ensemble; then your statement is true. But if the ensemble\n&gt; |&gt; is finite, one knows the probability of any statement about a random\n&gt; |&gt; variable x once all realizations x(omega) and their weight are known.\n&gt; |&gt; This completely characterizes the ensemble.\n&gt;\n&gt; If you were talking about probability, then his statement remains\n&gt; true. You cannot determine the exact probability of a coin coming\n&gt; up heads by any finite number of measurements.\n\nI didn\'t claim this.\n\nIndeed, one cannot find out in practice whether a coin is fair;\nthe latter requires an infinite ensemble already to make formal\nsense (see below).\n\nBut if one considers the coin as part of a finite ensemble (the set of\ncoin throws actually performed), then the situation is _not_ that of a\nfair coin but one of a coin with a discrete measure in which\nprobabilities are relative frequencies in the finite ensemble.\nThese are objective, verifiable probabilities.\n\nThe fair coin is only an idealization used in practice to have a simple\nsummary of the detailed complex situation, and its probabilities are\ntherefore only approximations to the probabilities of ensembles of\nreal coin throws.\n\n\n&gt; In that case, the\n&gt; underlying set has cardinality 2, so it is a finite measure, but\n&gt; there are an unlimited number of outcomes (i.e. sampling with\n&gt; replacement).\n\nThis is not true. You seem to think in terms of elementary probability\ntheory, where the precise measure theoretic formulation is replaced by\ninnocent sounding words which need for their formalization more than\nyou think they do.\n\nA sample (with replacement) of size n is, by definition,\nan elementary event in the sigma algebra defined as the tensor product\nof n copies of 2^{0,1}. The underlying set Omega_n is the set of binary\nvectors of length n. This is the formal situation on the basis of which\none can prove statements about random sampling, such as the weak law of\nlarge numbers. This setting is necessary in order to provide meaning to\nthe concept of \'independent trial\' which underlies the weak law.\n\nA fair coin that can be thrown an _unlimited_ number of times with\nindependent outcomes (sampling with replacement) cannot be\nmodelled by the sigma algebra 2^{0,1}, since this has not even two\nindependent bits. Its correct sigma algebra has as sample space the\n_infinite_ ensemble consisting of all possible _sequences_ of outcomes,\nand as sigma algebra the tensor product of infinitely many copies\nof 2^{0,1}.\n\nBecause of the assumed independence of the trials, one can reduce all\ncomputations to computations within 2^{0,1}. This is generally done\nin elementary probability theory, to simplify the presentation.\nBut once one looks at binary processes which are even slightly\nhistory-dependent, one needs the full sigma algebra over Omega_inf.\n\n\n&gt; You seem to be talking about frequency counting (i.e. sampling\n&gt; without replacement),\n\nSampling without replacement has nothing to do with ensembles,\napart for the trivial fact that if you have a sample space of n elements\nand sample n times without replacement you must get an ordered list of\nall elements in the ensemble.\n\nEnsembles are _basic_ to the situation, and not related to collecting\ninformation. They define the set of all experiments to which the\nprobabilities refer.\n\n\n\n&gt; The more you go on about an ensemble, the more that I think it is\n&gt; a mathematically inconsistent concept.\n\nI cannot see anything inconsistent in it. I am simply labeling the\nformal items the mathematicians use with the appropriate notions\ncommon to physicists, taking care to be faithful to both sides.\n\n\n&gt; If you have a reference to a proper mathematical description of\n&gt; what an ensemble is, I will try to look at it.\n\nEnsembles are introduced in any book on statistical mechanics,\nthough none of them gives a rigorous discussion.\nGiven measure theoretic probability theory, there is nothing more to\nknow about ensembles than the definition I gave.\n\nPhysicists prefer to talk about ensembles and care nothing about the\nmeasure theoretic foundations; they would be hard pressed to remember\n- without looking it up - what a sigma algebra is...).\nYou cannot erase their notion since it was introduced by gibbs into\nstatistical mechanics.\n\nMathematicians prefer to talk about measures and care nothing about\ntheir interpretation in terms of actual events.\n\nStatisticians prefer to discuss the relations in fuzzy language only,\ncaring little about physics or measure theory. And the few who care about\nfoundations tend to battle about the right interpretation like\nphilosophers do about the meaning of other things - a sure sign of\nhaving drifted off the path of knowledge.\n\nI happen to have ample experience in all three subjects, and hence\nmade it my task to figure out how to translate between the languages\nwithout creating ambiguity.\n\nI spent years reading through the literature on foundations of\nprobability, years on reading through the literature on foundations of\nphysics, and gradually understood how to reconcile the formal side\nand its use in a clear way, without getting into paradox or\ncontradictions.\n\nhttp://www.mat.univie.ac.at/~neum/physics-faq.txt\ncontains a smoothed digest of the discussion here, including some\nmore precise details.\n\nInt. J. Mod. Phys. B 17 (2003), 2937-2980 = quant-ph/0303047\nis a paper that goes about half way, but goes further in also\nclarifying the quantum side of the matter, which is its real topic.\n\n\nArnold Neumaier\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Nick Maclaren wrote:
> In article <41245E5A.5000601@univie.ac.at>,
> Arnold Neumaier <Arnold.Neumaier@univie.ac.at> writes:
> |> Daryl McCullough wrote:
> |> >
> |> > Probabilistic predictions can *never* be verified or falsified by any
> |> > (finite) number of observations. If the prediction is that half of all
> |> > particles of type X decay within T seconds, how many measurements does
> |> > it take to prove the prediction is true? How many measurements does
> |> > it take to prove the prediction is false?
> |>
> |> All those in the defining ensemble. You seem to be thinking of an
> |> infinite ensemble; then your statement is true. But if the ensemble
> |> is finite, one knows the probability of any statement about a random
> |> variable x once all realizations x(\omega) and their weight are known.
> |> This completely characterizes the ensemble.
>
> If you were talking about probability, then his statement remains
> true. You cannot determine the exact probability of a coin coming
> up heads by any finite number of measurements.

I didn't claim this.

Indeed, one cannot find out in practice whether a coin is fair;
the latter requires an infinite ensemble already to make formal
sense (see below).

But if one considers the coin as part of a finite ensemble (the set of
coin throws actually performed), then the situation is _not_ that of a
fair coin but one of a coin with a discrete measure in which
probabilities are relative frequencies in the finite ensemble.
These are objective, verifiable probabilities.

The fair coin is only an idealization used in practice to have a simple
summary of the detailed complex situation, and its probabilities are
therefore only approximations to the probabilities of ensembles of
real coin throws.


> In that case, the
> underlying set has cardinality 2, so it is a finite measure, but
> there are an unlimited number of outcomes (i.e. sampling with
> replacement).

This is not true. You seem to think in terms of elementary probability
theory, where the precise measure theoretic formulation is replaced by
innocent sounding words which need for their formalization more than
you think they do.

A sample (with replacement) of size n is, by definition,
an elementary event in the \sigma algebra defined as the tensor product
of n copies of 2^{0,1}. The underlying set \Omega_n is the set of binary
vectors of length n. This is the formal situation on the basis of which
one can prove statements about random sampling, such as the weak law of
large numbers. This setting is necessary in order to provide meaning to
the concept of 'independent trial' which underlies the weak law.

A fair coin that can be thrown an _unlimited_ number of times with
independent outcomes (sampling with replacement) cannot be
modelled by the \sigma algebra 2^{0,1}, since this has not even two
independent bits. Its correct \sigma algebra has as sample space the
_infinite_ ensemble consisting of all possible _sequences_ of outcomes,
and as \sigma algebra the tensor product of infinitely many copies
of 2^{0,1}.

Because of the assumed independence of the trials, one can reduce all
computations to computations within 2^{0,1}. This is generally done
in elementary probability theory, to simplify the presentation.
But once one looks at binary processes which are even slightly
history-dependent, one needs the full \sigma algebra over \Omega_inf.


> You seem to be talking about frequency counting (i.e. sampling
> without replacement),

Sampling without replacement has nothing to do with ensembles,
apart for the trivial fact that if you have a sample space of n elements
and sample n times without replacement you must get an ordered list of
all elements in the ensemble.

Ensembles are _basic_ to the situation, and not related to collecting
information. They define the set of all experiments to which the
probabilities refer.



> The more you go on about an ensemble, the more that I think it is
> a mathematically inconsistent concept.

I cannot see anything inconsistent in it. I am simply labeling the
formal items the mathematicians use with the appropriate notions
common to physicists, taking care to be faithful to both sides.


> If you have a reference to a proper mathematical description of
> what an ensemble is, I will try to look at it.

Ensembles are introduced in any book on statistical mechanics,
though none of them gives a rigorous discussion.
Given measure theoretic probability theory, there is nothing more to
know about ensembles than the definition I gave.

Physicists prefer to talk about ensembles and care nothing about the
measure theoretic foundations; they would be hard pressed to remember
- without looking it up - what a \sigma algebra is...).
You cannot erase their notion since it was introduced by gibbs into
statistical mechanics.

Mathematicians prefer to talk about measures and care nothing about
their interpretation in terms of actual events.

Statisticians prefer to discuss the relations in fuzzy language only,
caring little about physics or measure theory. And the few who care about
foundations tend to battle about the right interpretation like
philosophers do about the meaning of other things - a sure sign of
having drifted off the path of knowledge.

I happen to have ample experience in all three subjects, and hence
made it my task to figure out how to translate between the languages
without creating ambiguity.

I spent years reading through the literature on foundations of
probability, years on reading through the literature on foundations of
physics, and gradually understood how to reconcile the formal side
and its use in a clear way, without getting into paradox or
contradictions.

http://www.mat.univie.ac.at/~neum/physics-faq.txt
contains a smoothed digest of the discussion here, including some
more precise details.

\Int. J. Mod. Phys. B 17 (2003), 2937-2980 = http://www.arxiv.org/abs/quant-ph/0303047
is a paper that goes about half way, but goes further in also
clarifying the quantum side of the matter, which is its real topic.


Arnold Neumaier

Daryl McCullough
Aug19-04, 12:40 PM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>Arnold Neumaier says...\n&gt;\n&gt;\n&gt;Daryl McCullough wrote:\n\n&gt;&gt; Probabilistic predictions can *never* be verified or falsified by any\n&gt;&gt; (finite) number of observations. If the prediction is that half of all\n&gt;&gt; particles of type X decay within T seconds, how many measurements does\n&gt;&gt; it take to prove the prediction is true? How many measurements does\n&gt;&gt; it take to prove the prediction is false?\n&gt;\n&gt;All those in the defining ensemble. You seem to be thinking of an\n&gt;infinite ensemble; then your statement is true. But if the ensemble\n&gt;is finite, one knows the probability of any statement about a random\n&gt;variable x once all realizations x(omega) and their weight are known.\n&gt;This completely characterizes the ensemble.\n\nLet\'s take an actual example: the quantum-mechanical prediction\nthat if you measure the spin of an electron in the x-direction\nand get the result +1/2, and then measure the spin in the\ny-direction, the probability that you get +1/2 in the second\nmeasurement is 1/2.\n\nHow do you falsify or verify that quantum-mechanical prediction?\nNo finite number of measurements is sufficient.\n\nAs far as I know, *all* probabilistic theories have the same\ncharacter: they cannot be verified or falsified in a finite\nnumber of experiments. (Well, I guess if the prediction is\nprobability 0 or probability 1, then a single experiment\nwould be sufficient to disprove it.)\n\n--\nDaryl McCullough\nIthaca, NY\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Arnold Neumaier says...
>
>
>Daryl McCullough wrote:

>> Probabilistic predictions can *never* be verified or falsified by any
>> (finite) number of observations. If the prediction is that half of all
>> particles of type X decay within T seconds, how many measurements does
>> it take to prove the prediction is true? How many measurements does
>> it take to prove the prediction is false?
>
>All those in the defining ensemble. You seem to be thinking of an
>infinite ensemble; then your statement is true. But if the ensemble
>is finite, one knows the probability of any statement about a random
>variable x once all realizations x(\omega) and their weight are known.
>This completely characterizes the ensemble.

Let's take an actual example: the quantum-mechanical prediction
that if you measure the spin of an electron in the x-direction
and get the result +1/2, and then measure the spin in the
y-direction, the probability that you get +1/2 in the second
measurement is 1/2.

How do you falsify or verify that quantum-mechanical prediction?
No finite number of measurements is sufficient.

As far as I know, *all* probabilistic theories have the same
character: they cannot be verified or falsified in a finite
number of experiments. (Well, I guess if the prediction is
probability or probability 1, then a single experiment
would be sufficient to disprove it.)

--
Daryl McCullough
Ithaca, NY

Nick Maclaren
Aug24-04, 04:41 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>In article &lt;4124ADA5.2070505@univie.ac.at&gt;,\nArnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;\n&gt;Ensembles are _basic_ to the situation, and not related to collecting\n&gt;information. They define the set of all experiments to which the\n&gt;probabilities refer.\n\nAll possible experiments or all actual ones? If it were the former,\nyou would simply be describing the members of the Borel set. But,\nin a response to Aaron Denney, you said:\n\n&gt;Yes. But physics is not about imaginary situations. Actual ensembles\n&gt;tend to be finite, though one generally probes only a small sample\n&gt;of them.\n\nThat implies that you are talking about the set of actual experiments,\nin which case they have nothing to do with conventional probability\ntheory and, in fact, correspond with no theory that I have ever heard\nof.\n\n&gt;&gt; The more you go on about an ensemble, the more that I think it is\n&gt;&gt; a mathematically inconsistent concept.\n&gt;\n&gt;I cannot see anything inconsistent in it. I am simply labeling the\n&gt;formal items the mathematicians use with the appropriate notions\n&gt;common to physicists, taking care to be faithful to both sides.\n\nYou probably can\'t, but I can. I can assure you that you are not\nusing the mathematical concepts correctly.\n\n&gt;&gt; If you have a reference to a proper mathematical description of\n&gt;&gt; what an ensemble is, I will try to look at it.\n&gt;\n&gt;Ensembles are introduced in any book on statistical mechanics,\n&gt;though none of them gives a rigorous discussion.\n\nThat figures.\n\n&gt;Given measure theoretic probability theory, there is nothing more to\n&gt;know about ensembles than the definition I gave.\n\nYou didn\'t give a proper mathematical description, let alone a\nprecise definition.\n\n&gt;Physicists prefer to talk about ensembles and care nothing about the\n&gt;measure theoretic foundations; they would be hard pressed to remember\n&gt;- without looking it up - what a sigma algebra is...).\n\nI doubt that most of them ever knew. It is normally taught only as\npart of pure mathematics.\n\n&gt;Mathematicians prefer to talk about measures and care nothing about\n&gt;their interpretation in terms of actual events.\n\nThat is true.\n\n&gt;Statisticians prefer to discuss the relations in fuzzy language only,\n&gt;caring little about physics or measure theory. And the few who care about\n&gt;foundations tend to battle about the right interpretation like\n&gt;philosophers do about the meaning of other things - a sure sign of\n&gt;having drifted off the path of knowledge.\n\nThat is complete and utter nonsense. Perhaps I should tell you that\nI have a respectable post-degree qualification in mathematical\nstatistics from a respectable institution.\n\n&gt;I happen to have ample experience in all three subjects, and hence\n&gt;made it my task to figure out how to translate between the languages\n&gt;without creating ambiguity.\n&gt;\n&gt;I spent years reading through the literature on foundations of\n&gt;probability, years on reading through the literature on foundations of\n&gt;physics, and gradually understood how to reconcile the formal side\n&gt;and its use in a clear way, without getting into paradox or\n&gt;contradictions.\n\nThe mind boggles.\n\n\nRegards,\nNick Maclaren.\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>In article <4124ADA5.2070505@univie.ac.at>,
Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>
>Ensembles are _basic_ to the situation, and not related to collecting
>information. They define the set of all experiments to which the
>probabilities refer.

All possible experiments or all actual ones? If it were the former,
you would simply be describing the members of the Borel set. But,
in a response to Aaron Denney, you said:

>Yes. But physics is not about imaginary situations. Actual ensembles
>tend to be finite, though one generally probes only a small sample
>of them.

That implies that you are talking about the set of actual experiments,
in which case they have nothing to do with conventional probability
theory and, in fact, correspond with no theory that I have ever heard
of.

>> The more you go on about an ensemble, the more that I think it is
>> a mathematically inconsistent concept.
>
>I cannot see anything inconsistent in it. I am simply labeling the
>formal items the mathematicians use with the appropriate notions
>common to physicists, taking care to be faithful to both sides.

You probably can't, but I can. I can assure you that you are not
using the mathematical concepts correctly.

>> If you have a reference to a proper mathematical description of
>> what an ensemble is, I will try to look at it.
>
>Ensembles are introduced in any book on statistical mechanics,
>though none of them gives a rigorous discussion.

That figures.

>Given measure theoretic probability theory, there is nothing more to
>know about ensembles than the definition I gave.

You didn't give a proper mathematical description, let alone a
precise definition.

>Physicists prefer to talk about ensembles and care nothing about the
>measure theoretic foundations; they would be hard pressed to remember
>- without looking it up - what a \sigma algebra is...).

I doubt that most of them ever knew. It is normally taught only as
part of pure mathematics.

>Mathematicians prefer to talk about measures and care nothing about
>their interpretation in terms of actual events.

That is true.

>Statisticians prefer to discuss the relations in fuzzy language only,
>caring little about physics or measure theory. And the few who care about
>foundations tend to battle about the right interpretation like
>philosophers do about the meaning of other things - a sure sign of
>having drifted off the path of knowledge.

That is complete and utter nonsense. Perhaps I should tell you that
I have a respectable post-degree qualification in mathematical
statistics from a respectable institution.

>I happen to have ample experience in all three subjects, and hence
>made it my task to figure out how to translate between the languages
>without creating ambiguity.
>
>I spent years reading through the literature on foundations of
>probability, years on reading through the literature on foundations of
>physics, and gradually understood how to reconcile the formal side
>and its use in a clear way, without getting into paradox or
>contradictions.

The mind boggles.


Regards,
Nick Maclaren.

Aaron Denney
Aug24-04, 04:42 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>On 2004-08-19, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt; Aaron Denney wrote:\n&gt;&gt; On 2004-08-16, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;&gt;\n&gt;&gt;&gt;To say that "The probability that someone in risk group A will die\n&gt;&gt;&gt;of cancer is 1/3" means nothing more or less than that exactly 1/3\n&gt;&gt;&gt;of _all_ people in risk group A will die of cancer.\n&gt;&gt;&gt;Of course, we cannot check this before we have information about\n&gt;&gt;&gt;how all people in risk group A died, but once we have this information,\n&gt;&gt;&gt;we know.\n&gt;&gt;\n&gt;&gt; Okay, you have two choices for defining this ensemble.\n&gt;&gt; Either (a) it is actual people in this ensemble, and it\'s a finite\n&gt;&gt; set, or (b) it is imaginary people similar to the ones you actually\n&gt;&gt; care about.\n&gt;&gt;\n&gt;&gt; For (b), the probability is not objective, not checkable by anyone else.\n&gt;\n&gt; Yes. But physics is not about imaginary situations. Actual ensembles\n&gt; tend to be finite, though one generally probes only a small sample\n&gt; of them.\n\nSo, it\'s still not checkable.\n\n&gt; Flipping a real coin defines a finite ensemble, consisting of all cases\n&gt; this coin is actually flipped throughout its existence.\n\nAh, now you\'re assuming exchangeability. Why should flip one be modeled\nthe same as flip two? It doesn\'t define an ensemble -- each flip is an\nensemble. All cases this coin is actually flipped throughout its\nexistence is a sequence, a tensor product of these ensembles.\n\n&gt; Of course, in practice, we approximate real coins by \'fair coins\'\n&gt; defined through an infinite ensemble, since the latter is tractable in\n&gt; any detail desired.\n\nWhy do you need an infinite ensemble? A fair coin can be modeled just\nfine with an ensemble of size two.\n\n&gt; In _my_ statement about cancer risk, the ensemble is finite, and knowing\n&gt; the whole ensemble implies knowing the probability of cancer in risk group\n&gt; A. Knowing only the results from a sample of 30 patients in a hospital,\n&gt; which is akin to your flipping of 10 coins, gives insufficient information\n&gt; about the ensemble, and allows only probability estimates with the usual\n&gt; limitations.\n\nYou appear to be using ensembles in two different ways then:\nthe sets of ways things "can turn out" in some sense, and sets\nof actual existing things, each of which _will_ turn out in some\nspecific way.\n\nI\'ve no quibble with calculating certain probabilities from the last one by\ncounting -- but the ones you can calculate like "one element of this set is\nchosen equiprobably, what is the probability of this element has\nproperty X" are trivial. But this is a calculation, not a definition.\n\nSets of ways that things "can turn out" have their own problems.\n\n--\nAaron Denney\n-&gt;&lt;-\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>On 2004-08-19, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
> Aaron Denney wrote:
>> On 2004-08-16, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>>
>>>To say that "The probability that someone in risk group A will die
>>>of cancer is 1/3" means nothing more or less than that exactly 1/3
>>>of _all_ people in risk group A will die of cancer.
>>>Of course, we cannot check this before we have information about
>>>how all people in risk group A died, but once we have this information,
>>>we know.
>>
>> Okay, you have two choices for defining this ensemble.
>> Either (a) it is actual people in this ensemble, and it's a finite
>> set, or (b) it is imaginary people similar to the ones you actually
>> care about.
>>
>> For (b), the probability is not objective, not checkable by anyone else.
>
> Yes. But physics is not about imaginary situations. Actual ensembles
> tend to be finite, though one generally probes only a small sample
> of them.

So, it's still not checkable.

> Flipping a real coin defines a finite ensemble, consisting of all cases
> this coin is actually flipped throughout its existence.

Ah, now you're assuming exchangeability. Why should flip one be modeled
the same as flip two? It doesn't define an ensemble -- each flip is an
ensemble. All cases this coin is actually flipped throughout its
existence is a sequence, a tensor product of these ensembles.

> Of course, in practice, we approximate real coins by 'fair coins'
> defined through an infinite ensemble, since the latter is tractable in
> any detail desired.

Why do you need an infinite ensemble? A fair coin can be modeled just
fine with an ensemble of size two.

> In _my_ statement about cancer risk, the ensemble is finite, and knowing
> the whole ensemble implies knowing the probability of cancer in risk group
> A. Knowing only the results from a sample of 30 patients in a hospital,
> which is akin to your flipping of 10 coins, gives insufficient information
> about the ensemble, and allows only probability estimates with the usual
> limitations.

You appear to be using ensembles in two different ways then:
the sets of ways things "can turn out" in some sense, and sets
of actual existing things, each of which _will_ turn out in some
specific way.

I've no quibble with calculating certain probabilities from the last one by
counting -- but the ones you can calculate like "one element of this set is
chosen equiprobably, what is the probability of this element has
property X" are trivial. But this is a calculation, not a definition.

Sets of ways that things "can turn out" have their own problems.

--
Aaron Denney
-><-

Aaron Denney
Aug24-04, 04:52 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>On 2004-08-19, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt; Aaron Denney wrote:\n&gt;&gt; On 2004-08-16, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;&gt;&gt;\n&gt;&gt;&gt;Aaron Denney wrote:\n&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;On 2004-08-13, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;Probability assignments to single events can be neither verified nor\n&gt;&gt;&gt;falsified.\n&gt;&gt;&gt;\n&gt;&gt; Right. Probability assignments inherently have some subjectivity --\n&gt;&gt; what someone knows determines the assignment.\n&gt;\n&gt; Actually, what someone assumes as known. One can never know anything\n&gt; about probabilities unless one has seen the whole ensemble. Thus one\n&gt; makes models of the situation at hand, based on partial information,\n&gt; and proceeds as if this model were correct. Calling this \'knowledge\'\n&gt; is a misnomer.\n\npartial information isn\'t knowledge? It\'s not complete knowledge, but\nit is knowledge. You can specify with probability theory "I\'m not\nsure of this, but I believe it likely".\n\n&gt;&gt;&gt;Indeed, suppose we intend to throw a coin exactly once.\n&gt;&gt;&gt;Person A claims \'the probability of the coin coming out head is 50%\'.\n&gt;&gt;&gt;Person B claims \'the probability of the coin coming out head is 20%\'.\n&gt;&gt;&gt;Person C claims \'the probability of the coin coming out head is 80%\'.\n&gt;&gt;&gt;Now we throw the coin and find \'head\'. Who was right? It is undecidable.\n&gt;&gt;\n&gt;&gt; Any of them, or none of them, depending on what they knew about the\n&gt;&gt; prior conditions of tossing. "Appropriate" probability assignment would\n&gt;&gt; be better language than "correct". All of them could be correct if A\n&gt;&gt; knows only that it has heads and tails, and that both can come up, if B\n&gt;&gt; knows that the coin is heavier on the heads side by a certain amount,\n&gt;&gt; and C knows that the tosser is extremely practiced and can make it come\n&gt;&gt; out heads 80% of time.\n&gt;\n&gt; But for this analysis it is irrelavant what the result of the throw was.\n&gt; Each party feels it was right; and it was. This is the hallmark of\n&gt; unscientific theories...\n\nYes. Probability isn\'t science, nor is it supposed to be. It\'s a tool\nthat can be used in science. It\'s an extended logic, that reduces to\nstandard aristotelian logic in the case that all probabilities are 0\nor 1.\n\n&gt; A: It is fallacious to assume a head probability of 50% based on knowing\n&gt; only that a coin has a head and a tail. Ignorance cannot be replaced by\n&gt; equiprobability.\n\nAnd yet, that seems to be what you do when you take an ensemble and\nassume that all realizations of it are equiprobable.\n\n&gt; These are all legitimate stategies to form hypotheses, but taking any\n&gt; of these hypotheses as _fact_ (as is done when saying \'the probability\n&gt; _is_\' (instead of \'my probability estimate _is_\' is a completely\n&gt; irrational activity.\n\nSure. My position is that "the probability is" is _always_ shorthand\nfor "my probabability estimate is", as the only time there is an\nobjective probability that is not zero or one is when other probabilities\nare given ex cathedra or from quantum measurements.\n\n&gt; Thus subjective probability is the probability computed on the basis\n&gt; of an ensemble chosen by tractability, partial information and/or\n&gt; prejudice.\n\nAgreed.\n\n&gt; it has no meaning at all for the single case at hand,\n&gt; but only tells about the attitude of the subject making the claim.\n\nDisagree. Subjectivity does not negate meaning.\n\n&gt;&gt;&gt;Thus there cannot be objective content in the statement\n&gt;&gt;&gt;\'the probability of the coin coming out head is p\',\n&gt;&gt;&gt;when applied to a single case. Subjectively, of course, every person\n&gt;&gt;&gt;may feel (and is entitled to feel) right about their probability assignment.\n&gt;&gt;&gt;But for use in science, such a subjective view (where everyone is right,\n&gt;&gt;&gt;no matter which statement was made) is completely useless.\n&gt;&gt;\n&gt;&gt; Not at all. Suppose someone you trust completely assures you that a\n&gt;&gt; coin is biased so that during tests it comes up one way 80% of the\n&gt;&gt; time, and the other 20% of the time, but refuses to tell you which\n&gt;&gt; is which. What is your probability assignment that the coin comes up\n&gt;&gt; heads on one toss?\n&gt;\n&gt; I could not trust completely, since the person cannot know the claimed\n&gt; information. The test involved a limited number of other coin throws,\n&gt; hecne constitute an incomplete sample of the ensemble.\n\nEven an unlimited number of coin throws can\'t do a complete sample of\nthe ensemble. Each flip gets you one sample of the ensemble _for that\nthrow_. The other throws must have different ensembles. If you want to\ncombine them, you don\'t get an ensemble over {0,1}, but over {0,1}^N,\nand again, you only get _one_ sample over the 2^N realizations.\n\n&gt; Thus the person\'s\n&gt; assignment of probabilities is spurious. To trust completely, I\'d need\n&gt; to hear a claim such as \'p=0.8 with confidence level of 5 sigma based\n&gt; on a binomial distribution\'. The I\'d confidently assert that the\n&gt; \'probability for tossing this coin\' is close to 0.8. But I would\n&gt; still not claim a probability for \'the next toss\', except perhaps\n&gt; informally in the sense of \'pars pro toto\'.\n\nSuppose they told you all that, with thousands of trials. Still, anyone\nelse I\'ve talked to would gladly take 51:49 odds either way. (That is,\nbehaved as if they believed p &gt; 0.49, and p &lt; 0.51.\n\n&gt;&gt;&gt;&gt;&gt;If you consider this single event only, the probability is 1 or 0\n&gt;&gt;&gt;&gt;&gt;depending on what will actually happen.\n&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;After the fact, yes. Before no, unless you know enough to time\n&gt;&gt;&gt;&gt;evolve the system.\n&gt;&gt;&gt;\n&gt;&gt;&gt;What if someone knows the fact and someone else doesn\'t???\n&gt;&gt;&gt;I am discussing objective probability, since physics is an objective\n&gt;&gt;&gt;science.\n&gt;&gt;\n&gt;&gt; Then someone gets a better estimate. Probability theory is a\n&gt;&gt; way of reasoning about uncertainty. If someone knows that they\n&gt;&gt; know enough information, they get what will actually happen with\n&gt;&gt; probability 1.\n&gt;\n&gt; And this is possible if and only if they know the complete ensemble\n&gt; (with exception of a set of measure zero). This is what I claime\n&gt; all the time. If the ensemble is known only incompletely, any claim\n&gt; of \'enough information\' is spurious.\n\nComplete ensemble, all the ways something can happen, sure. That\'s only\none limit, and reasoning before that limit is still possible.\n\n&gt;&gt;&gt;&gt;&gt;Thus probabilities are meaningful not for the single event but only\n&gt;&gt;&gt;&gt;&gt;as a property of the ensemble under consideration.\n&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;And yet people bet on individual events all the time.\n&gt;&gt;&gt;\n&gt;&gt;&gt;Oh yes. They estimate probabilities, based on their favorite ensemble.\n&gt;&gt;&gt;But as you know, people often lose their bets!\n&gt;&gt;\n&gt;&gt; Sure. That doesn\'t mean they estimated the probability wrong, or are\n&gt;&gt; misusing probability theory. Refusing to let probability theory deal\n&gt;&gt; with single events reduces its applicability to almost nothing, and\n&gt;&gt; people do successfully use it for single events.\n&gt;\n&gt; No. People who bet based on probabilities, tend to bet many times,\n&gt; not just a single time.\n\nThey also bet on non-repeatable events, knowing full well they aren\'t\nrepeatable -- it will not happen that an ensemble similar to the one\nthey assign the event will usefully describe an event in the future.\n\n&gt; They tend to select an ensemble that incorporates what they are\n&gt; prepared to believe as true or justified (irrespective of whether it\n&gt; in fact is), and are content if their expectations are met on the\n&gt; average - not in the single case.\n&gt;\n&gt;\n&gt;&gt;&gt;&gt;&gt;This can also be seen from the mathematical foundations. Probabilities\n&gt;&gt;&gt;&gt;&gt;are determined by measures on the set of elementary events.\n&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;That\'s one way of defining the axioms of probability theory and getting\n&gt;&gt;&gt;&gt;the standard results for manipulating probabilities in various self\n&gt;&gt;&gt;&gt;consistent and maximally useful ways. It\'s not the only way,\n&gt;&gt;&gt;\n&gt;&gt;&gt;But it is the only consistent way.\n&gt;&gt;\n&gt;&gt; There are at least three or four different ways. They all give the same\n&gt;&gt; answers in the areas where they all apply.\n&gt;\n&gt; Every consistent theory of classical probability is eqivalent to that of\n&gt; Kolmogorov. Different ways of deriving it are of course possible, but\n&gt; this is secondary; it is comparable to the different ways one can introduce\n&gt; real numbers. But the final theory is as unique as is the theory of\n&gt; real numbers.\n\nYes. And ensembles are at the level of Dedekind cuts or Cauchy\nsequences. They\'re constructions of objects that obey the rules\nof (reals, probabilities), but usually a poor way of working with\n(reals, probabilities) when there are easier ways.\n\n&gt;&gt;&gt;&gt;of that subset occuring, or the probability of those particular\n&gt;&gt;&gt;&gt;realizations. Of course they don\'t say that the event will or\n&gt;&gt;&gt;&gt;will not happen, unless the probability is zero or one.\n&gt;&gt;&gt;\n&gt;&gt;&gt;Yes; this is why they say nothing at all about the single case.\n&gt;&gt;\n&gt;&gt; Sure they, just not something definite. That\'s why there probabilities\n&gt;&gt; instead of certainties.\n&gt;\n&gt; They say nothing that can be verified or falsified. Thus nothing.\n\nWell, as probabilities can\'t be verified or falsified for even\nmultiple cases, they must mean nothing as well? No? Then what\'s the\ndividing point? 2 samples? 10? 100? 1000000? 10^100?\n\nSampling an ensemble 10000 times will _probably_ have a result _near_\n10000p successes, but it is not guaranteed. It\'s still not checkable,\nand there is no magical threshold. Everything that works for 10000,\nstill works for 1, just with much looser bounds.\n\n&gt;&gt; Now, you can do most of this reasoning about uncertainty with ensembles\n&gt;&gt; rather than states of knowledge, but it\'s much harder and more\n&gt;&gt; complicated.\n&gt;\n&gt; \'States of knowledge\' are in fact not at all states of \'knowledge\',\n&gt; but of \'prejudice\'. of \'assumptions about which ensemble to consider\'.\n&gt; Those who make the best assumptions will have the best results.\n\nThe choice of ensemble is also prejudice.\n\n&gt;&gt; You have to make sure that the ensembles you come up with\n&gt;&gt; are not only consistent with your state of knowledge, but also don\'t\n&gt;&gt; tell you anything more -- that they aren\'t biased.\n&gt;\n&gt; And one has to do the same with the putative \'states of knowledge\'\n\nYes, and the ways of doing this are the maximum entropy derivable\nignorance priors you ridiculed earlier.\n\n&gt;&gt; The choice of ensemble to use is just as subjective as the choices of A,\n&gt;&gt; B, and C in your example above.\n&gt;\n&gt; yes, this conforms to my claims. I said, within a given ensemble,\n&gt; probabilities have an objective meaning; but the choice of ensemble\n&gt; in which to consider a singe event is purely subjective.\n\nSo the end result is subjective. Just like the choice of prior is\nsubjective, but anything you want to calculate from that prior is\nan objective property of that prior.\n\n&gt; This is different when one has a multitude of events. Then the family\n&gt; of ensembles that match the information available to a high degreee of\n&gt; confidence is quite small, and finding such a description is already a\n&gt; scientific task.\n\nTo a high degree of confidence is a probabilistic statement, about a\nsingle event: the results of all the events.\n\n&gt; That\'s why statistical physics is not subjective anymore.\n\nBecause it\'s on the firm Bayesian foundation of maximizing entropy\nsubject to constraints?\n\n--\nAaron Denney\n-&gt;&lt;-\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>On 2004-08-19, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
> Aaron Denney wrote:
>> On 2004-08-16, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>>>
>>>Aaron Denney wrote:
>>>
>>>>On 2004-08-13, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>>>>
>>>Probability assignments to single events can be neither verified nor
>>>falsified.
>>>
>> Right. Probability assignments inherently have some subjectivity --
>> what someone knows determines the assignment.
>
> Actually, what someone assumes as known. One can never know anything
> about probabilities unless one has seen the whole ensemble. Thus one
> makes models of the situation at hand, based on partial information,
> and proceeds as if this model were correct. Calling this 'knowledge'
> is a misnomer.

partial information isn't knowledge? It's not complete knowledge, but
it is knowledge. You can specify with probability theory "I'm not
sure of this, but I believe it likely".

>>>Indeed, suppose we intend to throw a coin exactly once.
>>>Person A claims 'the probability of the coin coming out head is 50%'.
>>>Person B claims 'the probability of the coin coming out head is 20%'.
>>>Person C claims 'the probability of the coin coming out head is 80%'.
>>>Now we throw the coin and find 'head'. Who was right? It is undecidable.
>>
>> Any of them, or none of them, depending on what they knew about the
>> prior conditions of tossing. "Appropriate" probability assignment would
>> be better language than "correct". All of them could be correct if A
>> knows only that it has heads and tails, and that both can come up, if B
>> knows that the coin is heavier on the heads side by a certain amount,
>> and C knows that the tosser is extremely practiced and can make it come
>> out heads 80% of time.
>
> But for this analysis it is irrelavant what the result of the throw was.
> Each party feels it was right; and it was. This is the hallmark of
> unscientific theories...

Yes. Probability isn't science, nor is it supposed to be. It's a tool
that can be used in science. It's an extended logic, that reduces to
standard aristotelian logic in the case that all probabilities are
or 1.

> A: It is fallacious to assume a head probability of 50% based on knowing
> only that a coin has a head and a tail. Ignorance cannot be replaced by
> equiprobability.

And yet, that seems to be what you do when you take an ensemble and
assume that all realizations of it are equiprobable.

> These are all legitimate stategies to form hypotheses, but taking any
> of these hypotheses as _fact_ (as is done when saying 'the probability
> _is_' (instead of 'my probability estimate _is_' is a completely
> irrational activity.

Sure. My position is that "the probability is" is _always_ shorthand
for "my probabability estimate is", as the only time there is an
objective probability that is not zero or one is when other probabilities
are given ex cathedra or from quantum measurements.

> Thus subjective probability is the probability computed on the basis
> of an ensemble chosen by tractability, partial information and/or
> prejudice.

Agreed.

> it has no meaning at all for the single case at hand,
> but only tells about the attitude of the subject making the claim.

Disagree. Subjectivity does not negate meaning.

>>>Thus there cannot be objective content in the statement
>>>'the probability of the coin coming out head is p',
>>>when applied to a single case. Subjectively, of course, every person
>>>may feel (and is entitled to feel) right about their probability assignment.
>>>But for use in science, such a subjective view (where everyone is right,
>>>no matter which statement was made) is completely useless.
>>
>> Not at all. Suppose someone you trust completely assures you that a
>> coin is biased so that during tests it comes up one way 80% of the
>> time, and the other 20% of the time, but refuses to tell you which
>> is which. What is your probability assignment that the coin comes up
>> heads on one toss?
>
> I could not trust completely, since the person cannot know the claimed
> information. The test involved a limited number of other coin throws,
> hecne constitute an incomplete sample of the ensemble.

Even an unlimited number of coin throws can't do a complete sample of
the ensemble. Each flip gets you one sample of the ensemble _for that
throw_. The other throws must have different ensembles. If you want to
combine them, you don't get an ensemble over {0,1}, but over {0,1}^N,
and again, you only get _one_ sample over the 2^N realizations.

> Thus the person's
> assignment of probabilities is spurious. To trust completely, I'd need
> to hear a claim such as 'p=0.8 with confidence level of 5 \sigma based
> on a binomial distribution'. The I'd confidently assert that the
> 'probability for tossing this coin' is close to .8. But I would
> still not claim a probability for 'the next toss', except perhaps
> informally in the sense of 'pars pro toto'.

Suppose they told you all that, with thousands of trials. Still, anyone
else I've talked to would gladly take 51:49 odds either way. (That is,
behaved as if they believed p > .49, and p < .51.

>>>>>If you consider this single event only, the probability is 1 or
>>>>>depending on what will actually happen.
>>>>
>>>>After the fact, yes. Before no, unless you know enough to time
>>>>evolve the system.
>>>
>>>What if someone knows the fact and someone else doesn't???
>>>I am discussing objective probability, since physics is an objective
>>>science.
>>
>> Then someone gets a better estimate. Probability theory is a
>> way of reasoning about uncertainty. If someone knows that they
>> know enough information, they get what will actually happen with
>> probability 1.
>
> And this is possible if and only if they know the complete ensemble
> (with exception of a set of measure zero). This is what I claime
> all the time. If the ensemble is known only incompletely, any claim
> of 'enough information' is spurious.

Complete ensemble, all the ways something can happen, sure. That's only
one limit, and reasoning before that limit is still possible.

>>>>>Thus probabilities are meaningful not for the single event but only
>>>>>as a property of the ensemble under consideration.
>>>>
>>>>And yet people bet on individual events all the time.
>>>
>>>Oh yes. They estimate probabilities, based on their favorite ensemble.
>>>But as you know, people often lose their bets!
>>
>> Sure. That doesn't mean they estimated the probability wrong, or are
>> misusing probability theory. Refusing to let probability theory deal
>> with single events reduces its applicability to almost nothing, and
>> people do successfully use it for single events.
>
> No. People who bet based on probabilities, tend to bet many times,
> not just a single time.

They also bet on non-repeatable events, knowing full well they aren't
repeatable -- it will not happen that an ensemble similar to the one
they assign the event will usefully describe an event in the future.

> They tend to select an ensemble that incorporates what they are
> prepared to believe as true or justified (irrespective of whether it
> in fact is), and are content if their expectations are met on the
> average - not in the single case.
>
>
>>>>>This can also be seen from the mathematical foundations. Probabilities
>>>>>are determined by measures on the set of elementary events.
>>>>
>>>>That's one way of defining the axioms of probability theory and getting
>>>>the standard results for manipulating probabilities in various self
>>>>consistent and maximally useful ways. It's not the only way,
>>>
>>>But it is the only consistent way.
>>
>> There are at least three or four different ways. They all give the same
>> answers in the areas where they all apply.
>
> Every consistent theory of classical probability is eqivalent to that of
> Kolmogorov. Different ways of deriving it are of course possible, but
> this is secondary; it is comparable to the different ways one can introduce
> real numbers. But the final theory is as unique as is the theory of
> real numbers.

Yes. And ensembles are at the level of Dedekind cuts or Cauchy
sequences. They're constructions of objects that obey the rules
of (reals, probabilities), but usually a poor way of working with
(reals, probabilities) when there are easier ways.

>>>>of that subset occuring, or the probability of those particular
>>>>realizations. Of course they don't say that the event will or
>>>>will not happen, unless the probability is zero or one.
>>>
>>>Yes; this is why they say nothing at all about the single case.
>>
>> Sure they, just not something definite. That's why there probabilities
>> instead of certainties.
>
> They say nothing that can be verified or falsified. Thus nothing.

Well, as probabilities can't be verified or falsified for even
multiple cases, they must mean nothing as well? No? Then what's the
dividing point? 2 samples? 10? 100? 1000000? 10^100?

Sampling an ensemble 10000 times will _probably_ have a result _near_
10000p successes, but it is not guaranteed. It's still not checkable,
and there is no magical threshold. Everything that works for 10000,
still works for 1, just with much looser bounds.

>> Now, you can do most of this reasoning about uncertainty with ensembles
>> rather than states of knowledge, but it's much harder and more
>> complicated.
>
> 'States of knowledge' are in fact not at all states of 'knowledge',
> but of 'prejudice'. of 'assumptions about which ensemble to consider'.
> Those who make the best assumptions will have the best results.

The choice of ensemble is also prejudice.

>> You have to make sure that the ensembles you come up with
>> are not only consistent with your state of knowledge, but also don't
>> tell you anything more -- that they aren't biased.
>
> And one has to do the same with the putative 'states of knowledge'

Yes, and the ways of doing this are the maximum entropy derivable
ignorance priors you ridiculed earlier.

>> The choice of ensemble to use is just as subjective as the choices of A,
>> B, and C in your example above.
>
> yes, this conforms to my claims. I said, within a given ensemble,
> probabilities have an objective meaning; but the choice of ensemble
> in which to consider a singe event is purely subjective.

So the end result is subjective. Just like the choice of prior is
subjective, but anything you want to calculate from that prior is
an objective property of that prior.

> This is different when one has a multitude of events. Then the family
> of ensembles that match the information available to a high degreee of
> confidence is quite small, and finding such a description is already a
> scientific task.

To a high degree of confidence is a probabilistic statement, about a
single event: the results of all the events.

> That's why statistical physics is not subjective anymore.

Because it's on the firm Bayesian foundation of maximizing entropy
subject to constraints?

--
Aaron Denney
-><-

Arun Gupta
Aug24-04, 04:52 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote in message &gt;\n&gt;\n&gt; A: It is fallacious to assume a head probability of 50% based on knowing\n&gt; only that a coin has a head and a tail. Ignorance cannot be replaced by\n&gt; equiprobability. Effectively, A says: given my ignorance, I model the\n&gt; single coin throw as a random trial of a fair coin. This may be a useful\n&gt; hypothesis, but it doesn\'t constitute knowledge. Instead, it is a choice\n&gt; of the ensemble within which to regard the specific coin throw.\n\nThe choice of the ensemble within which to regard the specific coin throw\nis knowledge. Consider some person from 4000 years ago. Would he be\neven able to say "I model...etc."?\n\nNo other knowledge is available to us humans. Choosing\nto describe the hydrogen atom by a quantum mechanical ensemble that\nis described by the Schrodinger equation with a suitable potential term is\na choice of ensemble made after a limited experience with hydrogen atoms.\nAdding the corrections that come from the Dirac equation is an advance in\nknowledge. It is subjective, the calculation of probabilities depends on our\nstate of knowledge, the particular physical theory that we have after a finite\nnumber of observations. The coin theory is an elementary scientific theory,\nso trivial as not to seem so.\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote in message >
>
> A: It is fallacious to assume a head probability of 50% based on knowing
> only that a coin has a head and a tail. Ignorance cannot be replaced by
> equiprobability. Effectively, A says: given my ignorance, I model the
> single coin throw as a random trial of a fair coin. This may be a useful
> hypothesis, but it doesn't constitute knowledge. Instead, it is a choice
> of the ensemble within which to regard the specific coin throw.

The choice of the ensemble within which to regard the specific coin throw
is knowledge. Consider some person from 4000 years ago. Would he be
even able to say "I model...etc."?

No other knowledge is available to us humans. Choosing
to describe the hydrogen atom by a quantum mechanical ensemble that
is described by the Schrodinger equation with a suitable potential term is
a choice of ensemble made after a limited experience with hydrogen atoms.
Adding the corrections that come from the Dirac equation is an advance in
knowledge. It is subjective, the calculation of probabilities depends on our
state of knowledge, the particular physical theory that we have after a finite
number of observations. The coin theory is an elementary scientific theory,
so trivial as not to seem so.

Arnold Neumaier
Aug24-04, 04:52 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>Daryl McCullough wrote:\n&gt; Arnold Neumaier says...\n&gt;\n&gt;&gt;Daryl McCullough wrote:\n&gt;\n&gt;&gt;&gt;Probabilistic predictions can *never* be verified or falsified by any\n&gt;&gt;&gt;(finite) number of observations. If the prediction is that half of all\n&gt;&gt;&gt;particles of type X decay within T seconds, how many measurements does\n&gt;&gt;&gt;it take to prove the prediction is true? How many measurements does\n&gt;&gt;&gt;it take to prove the prediction is false?\n&gt;&gt;\n&gt;&gt;All those in the defining ensemble. You seem to be thinking of an\n&gt;&gt;infinite ensemble; then your statement is true. But if the ensemble\n&gt;&gt;is finite, one knows the probability of any statement about a random\n&gt;&gt;variable x once all realizations x(omega) and their weight are known.\n&gt;&gt;This completely characterizes the ensemble.\n&gt;\n&gt; Let\'s take an actual example: the quantum-mechanical prediction\n&gt; that if you measure the spin of an electron in the x-direction\n&gt; and get the result +1/2, and then measure the spin in the\n&gt; y-direction, the probability that you get +1/2 in the second\n&gt; measurement is 1/2.\n&gt;\n&gt; How do you falsify or verify that quantum-mechanical prediction?\n&gt; No finite number of measurements is sufficient.\n\nTrue. There is no conflict with what I had claimed. QM models nature\n(in the standard statistical interpretation) by infinite ensembles,\nwhile my claim was about finite ensembles. Indeed, QM even uses ensembles\ndefying Kolmogorov\'s axiomatic setting....\n\nThis is, why, I think, Einstein was unsatisfied with QM - not because it\nis a statistical theory, but because it is held to be a _fundamentally_\nstatistical theory, and hence intrinsically unfalsifiable.\n\n\n&gt; As far as I know, *all* probabilistic theories have the same\n&gt; character: they cannot be verified or falsified in a finite\n&gt; number of experiments. (Well, I guess if the prediction is\n&gt; probability 0 or probability 1, then a single experiment\n&gt; would be sufficient to disprove it.)\n\nNot always. A census produces (in a slight idealization) complete\ninformation about certain aspects of the population of a country,\nand hence information about the complete ensemble. Thus its probabilities\nare computable and verifiable. It would be ridiculous to assume\nficitious independent repeatability of randomly drawn censuses of France\nin 2000, say. It would always give identical results (barring limitations\nof the data acquisition), hence wouldn\'t be independent.\nStatistics about historical (= past) events is in principle of the same\nkind, though here we often lack complete knowledge.\n\nOn the other hand, theories usually aim for simplicity, and hence use\ninfinite ensembles (theoretical models) to approximate real situations\nof interest. Users are interested only in a finite ensemble,\nwhose realizations lie partly in the still unobserved future. Since\nonly an incomplete sample is available anyway, there is little harm in\nthe extra inaccuracy introduced by making the ensemble in fact infinite.\nBut everything becomes much more tractable since large finite ensembles\nare difficult to handle compared with continuous distributions.\n\nTherefore, in applied statistics, one has the same difficulty as in\nthe sciences that the correspondence of models and reality is not\nprecise but must be taken with a grain of salt.\n\nEinstein said about this problem relating moled and reality:\n\'\'As far as the laws of mathematics refer to reality, they are not\ncertain; and as far as they are certain, they do not refer to\nreality.\'\'\n\nNevertheless, it is good to have precise concepts, and to know to\nwhich extent and where one needs to put the border across which\napproximations are unavoidable and confidence is needed.\n\n\nArnold Neumaier\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Daryl McCullough wrote:
> Arnold Neumaier says...
>
>>Daryl McCullough wrote:
>
>>>Probabilistic predictions can *never* be verified or falsified by any
>>>(finite) number of observations. If the prediction is that half of all
>>>particles of type X decay within T seconds, how many measurements does
>>>it take to prove the prediction is true? How many measurements does
>>>it take to prove the prediction is false?
>>
>>All those in the defining ensemble. You seem to be thinking of an
>>infinite ensemble; then your statement is true. But if the ensemble
>>is finite, one knows the probability of any statement about a random
>>variable x once all realizations x(\omega) and their weight are known.
>>This completely characterizes the ensemble.
>
> Let's take an actual example: the quantum-mechanical prediction
> that if you measure the spin of an electron in the x-direction
> and get the result +1/2, and then measure the spin in the
> y-direction, the probability that you get +1/2 in the second
> measurement is 1/2.
>
> How do you falsify or verify that quantum-mechanical prediction?
> No finite number of measurements is sufficient.

True. There is no conflict with what I had claimed. QM models nature
(in the standard statistical interpretation) by infinite ensembles,
while my claim was about finite ensembles. Indeed, QM even uses ensembles
defying Kolmogorov's axiomatic setting....

This is, why, I think, Einstein was unsatisfied with QM - not because it
is a statistical theory, but because it is held to be a _fundamentally_
statistical theory, and hence intrinsically unfalsifiable.


> As far as I know, *all* probabilistic theories have the same
> character: they cannot be verified or falsified in a finite
> number of experiments. (Well, I guess if the prediction is
> probability or probability 1, then a single experiment
> would be sufficient to disprove it.)

Not always. A census produces (in a slight idealization) complete
information about certain aspects of the population of a country,
and hence information about the complete ensemble. Thus its probabilities
are computable and verifiable. It would be ridiculous to assume
ficitious independent repeatability of randomly drawn censuses of France
in 2000, say. It would always give identical results (barring limitations
of the data acquisition), hence wouldn't be independent.
Statistics about historical (= past) events is in principle of the same
kind, though here we often lack complete knowledge.

On the other hand, theories usually aim for simplicity, and hence use
infinite ensembles (theoretical models) to approximate real situations
of interest. Users are interested only in a finite ensemble,
whose realizations lie partly in the still unobserved future. Since
only an incomplete sample is available anyway, there is little harm in
the extra inaccuracy introduced by making the ensemble in fact infinite.
But everything becomes much more tractable since large finite ensembles
are difficult to handle compared with continuous distributions.

Therefore, in applied statistics, one has the same difficulty as in
the sciences that the correspondence of models and reality is not
precise but must be taken with a grain of salt.

Einstein said about this problem relating moled and reality:
''As far as the laws of mathematics refer to reality, they are not
certain; and as far as they are certain, they do not refer to
reality.''

Nevertheless, it is good to have precise concepts, and to know to
which extent and where one needs to put the border across which
approximations are unavoidable and confidence is needed.


Arnold Neumaier

Joe Rongen
Aug24-04, 11:29 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\n"Nick Maclaren" &lt;nmm1@cus.cam.ac.uk&gt; wrote in message\nnews:cg2u9b\\$pk7\\$1@pegasus.csx.cam.ac. uk...\n&gt; &gt; In article &lt;4124ADA5.2070505@univie.ac.at&gt;,\n&gt; &gt; Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n\n[snip]\n\n&gt; &gt;Given measure theoretic probability theory, there is nothing\n&gt; &gt; more to know about ensembles than the definition I gave.\n&gt;\n&gt; You didn\'t give a proper mathematical description, let alone a\n&gt; precise definition.\n\n&gt;From Chambers, "Dictionary of Science and Technology:"\n"ensemble" (Phys):\n\n"In statistical mechanics, a set of a very large number of systems,\nall dynamically identical to the system under consideration and\ndiffering in the initial condition."\n\nRegards Joe\n\n--\n"The result of this experiment was inconclusive, so we had to use\nstatistics." (Overheard at international physics conference)\n\n\n---\nOutgoing mail is certified Virus Free.\nChecked by AVG anti-virus system (http://www.grisoft.com).\nVersion: 6.0.742 / Virus Database: 495 - Release Date: 8/19/04\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>"Nick Maclaren" <nmm1@cus.cam.ac.uk> wrote in message
news:cg2u9b$pk7$1@pegasus.csx.cam.ac.uk...
> > In article <4124ADA5.2070505@univie.ac.at>,
> > Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:

[snip]

> >Given measure theoretic probability theory, there is nothing
> > more to know about ensembles than the definition I gave.
>
> You didn't give a proper mathematical description, let alone a
> precise definition.

>From Chambers, "Dictionary of Science and Technology:"
"ensemble" (Phys):

"In statistical mechanics, a set of a very large number of systems,
all dynamically identical to the system under consideration and
differing in the initial condition."

Regards Joe

--
"The result of this experiment was inconclusive, so we had to use
statistics." (Overheard at international physics conference)


---
Outgoing mail is certified Virus Free.
Checked by AVG anti-virus system (http://www.grisoft.com).
Version: 6..742 / Virus Database: 495 - Release Date: 8/19/04

Arnold Neumaier
Aug24-04, 11:30 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\n\nAaron Denney wrote:\n&gt; On 2004-08-19, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;\n&gt;&gt;Of course, in practice, we approximate real coins by \'fair coins\'\n&gt;&gt;defined through an infinite ensemble, since the latter is tractable in\n&gt;&gt;any detail desired.\n&gt;\n&gt; Why do you need an infinite ensemble? A fair coin can be modeled just\n&gt; fine with an ensemble of size two.\n\nHow do you toss a fair coin twice within an ensemble of size two?\nYou cannot get infinitely many independent trials with a finite sigma\nalgebra.\n\n\n&gt;&gt;In _my_ statement about cancer risk, the ensemble is finite, and knowing\n&gt;&gt;the whole ensemble implies knowing the probability of cancer in risk group\n&gt;&gt;A. Knowing only the results from a sample of 30 patients in a hospital,\n&gt;&gt;which is akin to your flipping of 10 coins, gives insufficient information\n&gt;&gt;about the ensemble, and allows only probability estimates with the usual\n&gt;&gt;limitations.\n&gt;\n&gt; You appear to be using ensembles in two different ways then:\n&gt; the sets of ways things "can turn out" in some sense,\n\nThis is for a theoretical, infinite ensemble, where one can compute\nprobabilities based on assumptions about the whole ensemble\n(the generating stochastic process).\n\n\n&gt; and sets\n&gt; of actual existing things, each of which _will_ turn out in some\n&gt; specific way.\n\nThis is for real ensembles. The theoetical ensembles approximate the\nreal ones, and to the extent the approximation is good the predictions\nare useful. Just as always in science.\n\n\nArnold Neumaier\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Aaron Denney wrote:
> On 2004-08-19, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>
>>Of course, in practice, we approximate real coins by 'fair coins'
>>defined through an infinite ensemble, since the latter is tractable in
>>any detail desired.
>
> Why do you need an infinite ensemble? A fair coin can be modeled just
> fine with an ensemble of size two.

How do you toss a fair coin twice within an ensemble of size two?
You cannot get infinitely many independent trials with a finite \sigma
algebra.


>>In _my_ statement about cancer risk, the ensemble is finite, and knowing
>>the whole ensemble implies knowing the probability of cancer in risk group
>>A. Knowing only the results from a sample of 30 patients in a hospital,
>>which is akin to your flipping of 10 coins, gives insufficient information
>>about the ensemble, and allows only probability estimates with the usual
>>limitations.
>
> You appear to be using ensembles in two different ways then:
> the sets of ways things "can turn out" in some sense,

This is for a theoretical, infinite ensemble, where one can compute
probabilities based on assumptions about the whole ensemble
(the generating stochastic process).


> and sets
> of actual existing things, each of which _will_ turn out in some
> specific way.

This is for real ensembles. The theoetical ensembles approximate the
real ones, and to the extent the approximation is good the predictions
are useful. Just as always in science.


Arnold Neumaier

Nick Maclaren
Aug24-04, 01:11 PM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\nIn article &lt;005201c489f1\\$514de6c0\\$2723fea9@research&gt;,\nJo e Rongen &lt;joe@alpha.to&gt; wrote:\n&gt;\n&gt;"Nick Maclaren" &lt;nmm1@cus.cam.ac.uk&gt; wrote in message\n&gt;news:cg2u9b\\$pk7\\$1@pegasus.csx.cam.ac .uk...\n&gt;&gt; &gt; In article &lt;4124ADA5.2070505@univie.ac.at&gt;,\n&gt;&gt; &gt; Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;\n&gt;&gt; &gt;Given measure theoretic probability theory, there is nothing\n&gt;&gt; &gt; more to know about ensembles than the definition I gave.\n&gt;&gt;\n&gt;&gt; You didn\'t give a proper mathematical description, let alone a\n&gt;&gt; precise definition.\n&gt;\n&gt;&gt;From Chambers, "Dictionary of Science and Technology:"\n&gt; "ensemble" (Phys):\n&gt;\n&gt;"In statistical mechanics, a set of a very large number of systems,\n&gt; all dynamically identical to the system under consideration and\n&gt; differing in the initial condition."\n\nAs a rough description for the layman, that is fine. As a basis\nfor analysing the probabilities of ensembles, it lacks a certain\nsomething.\n\n\nRegards,\nNick Maclaren.\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>In article <005201c489f1$514de6c0$2723fea9@research>,
Joe Rongen <joe@\alpha.to> wrote:
>
>"Nick Maclaren" <nmm1@cus.cam.ac.uk> wrote in message
>news:cg2u9b$pk7$1@pegasus.csx.cam.ac.uk...
>> > In article <4124ADA5.2070505@univie.ac.at>,
>> > Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>
>> >Given measure theoretic probability theory, there is nothing
>> > more to know about ensembles than the definition I gave.
>>
>> You didn't give a proper mathematical description, let alone a
>> precise definition.
>
>>From Chambers, "Dictionary of Science and Technology:"
> "ensemble" (Phys):
>
>"In statistical mechanics, a set of a very large number of systems,
> all dynamically identical to the system under consideration and
> differing in the initial condition."

As a rough description for the layman, that is fine. As a basis
for analysing the probabilities of ensembles, it lacks a certain
something.


Regards,
Nick Maclaren.

Arnold Neumaier
Aug25-04, 02:44 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>Aaron Denney wrote:\n&gt; On 2004-08-19, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n\n&gt;&gt;&gt;Right. Probability assignments inherently have some subjectivity --\n&gt;&gt;&gt;what someone knows determines the assignment.\n&gt;&gt;\n&gt;&gt;Actually, what someone assumes as known. One can never know anything\n&gt;&gt;about probabilities unless one has seen the whole ensemble. Thus one\n&gt;&gt;makes models of the situation at hand, based on partial information,\n&gt;&gt;and proceeds as if this model were correct. Calling this \'knowledge\'\n&gt;&gt;is a misnomer.\n&gt;\n&gt; partial information isn\'t knowledge? It\'s not complete knowledge, but\n&gt; it is knowledge.\n\nit is knowledge about the sample but not knowledge about the ensemble.\nJust as the knowledge of the first n items of a sequence give, in theory,\nno knowledge at all about the limit of the sequence. That we often\nestimate the limit using a small part of the sequence is asnother matter,\nand is like estimating probabilities from samples. But the estimate may\nbe completely wrong.\n\n\n\n&gt; You can specify with probability theory "I\'m not\n&gt; sure of this, but I believe it likely".\n\nOne can believe anything. Belief needs no mathematics.\n\n\n&gt;&gt;&gt;&gt;Indeed, suppose we intend to throw a coin exactly once.\n&gt;&gt;&gt;&gt;Person A claims \'the probability of the coin coming out head is 50%\'.\n&gt;&gt;&gt;&gt;Person B claims \'the probability of the coin coming out head is 20%\'.\n&gt;&gt;&gt;&gt;Person C claims \'the probability of the coin coming out head is 80%\'.\n&gt;&gt;&gt;&gt;Now we throw the coin and find \'head\'. Who was right? It is undecidable.\n&gt;&gt;&gt;\n&gt;&gt;&gt;Any of them, or none of them, depending on what they knew about the\n&gt;&gt;&gt;prior conditions of tossing. "Appropriate" probability assignment would\n&gt;&gt;&gt;be better language than "correct". All of them could be correct if A\n&gt;&gt;&gt;knows only that it has heads and tails, and that both can come up, if B\n&gt;&gt;&gt;knows that the coin is heavier on the heads side by a certain amount,\n&gt;&gt;&gt;and C knows that the tosser is extremely practiced and can make it come\n&gt;&gt;&gt;out heads 80% of time.\n&gt;&gt;\n&gt;&gt;But for this analysis it is irrelavant what the result of the throw was.\n&gt;&gt;Each party feels it was right; and it was. This is the hallmark of\n&gt;&gt;unscientific theories...\n&gt;\n&gt; Yes. Probability isn\'t science, nor is it supposed to be. It\'s a tool\n&gt; that can be used in science. It\'s an extended logic, that reduces to\n&gt; standard aristotelian logic in the case that all probabilities are 0\n&gt; or 1.\n\nProbabilities are interwoven into the fabric of quantum mechanics,\ndo you want to claim that quantum mechanics is not science???\n\n\n&gt;&gt;A: It is fallacious to assume a head probability of 50% based on knowing\n&gt;&gt;only that a coin has a head and a tail. Ignorance cannot be replaced by\n&gt;&gt;equiprobability.\n&gt;\n&gt; And yet, that seems to be what you do when you take an ensemble and\n&gt; assume that all realizations of it are equiprobable.\n\nIn defining an ensemble, you can _define_ the weights of each member.\nAs I had asserted, the choice of ensemble is a subjective act that\ndetermines what the probabilities mean. It encodes what the user is\nprepared to assume about the given situation.\n\n\n&gt;&gt;Thus subjective probability is the probability computed on the basis\n&gt;&gt;of an ensemble chosen by tractability, partial information and/or\n&gt;&gt;prejudice.\n&gt;\n&gt; Agreed.\n&gt;\n&gt;&gt;it has no meaning at all for the single case at hand,\n&gt;&gt;but only tells about the attitude of the subject making the claim.\n&gt;\n&gt; Disagree. Subjectivity does not negate meaning.\n\nIt may have meaning to the subject who chose the ensemble.\nBut objectively, it says nothing about the single case, but perhaps a lot\nabout the subject.\n\n\n&gt;&gt;&gt;Not at all. Suppose someone you trust completely assures you that a\n&gt;&gt;&gt;coin is biased so that during tests it comes up one way 80% of the\n&gt;&gt;&gt;time, and the other 20% of the time, but refuses to tell you which\n&gt;&gt;&gt;is which. What is your probability assignment that the coin comes up\n&gt;&gt;&gt;heads on one toss?\n&gt;&gt;\n&gt;&gt;I could not trust completely, since the person cannot know the claimed\n&gt;&gt;information. The test involved a limited number of other coin throws,\n&gt;&gt;hecne constitute an incomplete sample of the ensemble.\n&gt;\n&gt; Even an unlimited number of coin throws can\'t do a complete sample of\n&gt; the ensemble. Each flip gets you one sample of the ensemble _for that\n&gt; throw_. The other throws must have different ensembles. If you want to\n&gt; combine them, you don\'t get an ensemble over {0,1}, but over {0,1}^N,\n&gt; and again, you only get _one_ sample over the 2^N realizations.\n\nTrue. The only way to know an infinite ensemble is by definite it through\nits distribution.\n\n\n&gt;&gt;Thus the person\'s\n&gt;&gt;assignment of probabilities is spurious. To trust completely, I\'d need\n&gt;&gt;to hear a claim such as \'p=0.8 with confidence level of 5 sigma based\n&gt;&gt;on a binomial distribution\'. The I\'d confidently assert that the\n&gt;&gt;\'probability for tossing this coin\' is close to 0.8. But I would\n&gt;&gt;still not claim a probability for \'the next toss\', except perhaps\n&gt;&gt;informally in the sense of \'pars pro toto\'.\n&gt;\n&gt; Suppose they told you all that, with thousands of trials. Still, anyone\n&gt; else I\'ve talked to would gladly take 51:49 odds either way. (That is,\n&gt; behaved as if they believed p &gt; 0.49, and p &lt; 0.51.\n\nOh yes; I\'d estimate probabilities the way everyone does. But I wouldn\'t\ntrust them completely.\n\n&gt;&gt;And this is possible if and only if they know the complete ensemble\n&gt;&gt;(with exception of a set of measure zero). This is what I claime\n&gt;&gt;all the time. If the ensemble is known only incompletely, any claim\n&gt;&gt;of \'enough information\' is spurious.\n&gt;\n&gt; Complete ensemble, all the ways something can happen, sure. That\'s only\n&gt; one limit, and reasoning before that limit is still possible.\n\nYes, but it may give wrong results. Based on probability theory,\nit even _has_ to give wrong results sometimes, with probability one.\n\n\n\n&gt;&gt;&gt;&gt;&gt;&gt;Thus probabilities are meaningful not for the single event but only\n&gt;&gt;&gt;&gt;&gt;&gt;as a property of the ensemble under consideration.\n&gt;&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;&gt;And yet people bet on individual events all the time.\n&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;Oh yes. They estimate probabilities, based on their favorite ensemble.\n&gt;&gt;&gt;&gt;But as you know, people often lose their bets!\n&gt;&gt;&gt;\n&gt;&gt;&gt;Sure. That doesn\'t mean they estimated the probability wrong, or are\n&gt;&gt;&gt;misusing probability theory. Refusing to let probability theory deal\n&gt;&gt;&gt;with single events reduces its applicability to almost nothing, and\n&gt;&gt;&gt;people do successfully use it for single events.\n&gt;&gt;\n&gt;&gt;No. People who bet based on probabilities, tend to bet many times,\n&gt;&gt;not just a single time.\n&gt;\n&gt; They also bet on non-repeatable events, knowing full well they aren\'t\n&gt; repeatable -- it will not happen that an ensemble similar to the one\n&gt; they assign the event will usefully describe an event in the future.\n\nYes, but then they act irrational.\n\n\n&gt;&gt;&gt;&gt;&gt;of that subset occuring, or the probability of those particular\n&gt;&gt;&gt;&gt;&gt;realizations. Of course they don\'t say that the event will or\n&gt;&gt;&gt;&gt;&gt;will not happen, unless the probability is zero or one.\n&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;Yes; this is why they say nothing at all about the single case.\n&gt;&gt;&gt;\n&gt;&gt;&gt;Sure they, just not something definite. That\'s why there probabilities\n&gt;&gt;&gt;instead of certainties.\n&gt;&gt;\n&gt;&gt;They say nothing that can be verified or falsified. Thus nothing.\n&gt;\n&gt; Well, as probabilities can\'t be verified or falsified for even\n&gt; multiple cases, they must mean nothing as well? No? Then what\'s the\n&gt; dividing point? 2 samples? 10? 100? 1000000? 10^100?\n&gt;\n&gt; Sampling an ensemble 10000 times will _probably_ have a result _near_\n&gt; 10000p successes, but it is not guaranteed. It\'s still not checkable,\n&gt; and there is no magical threshold. Everything that works for 10000,\n&gt; still works for 1, just with much looser bounds.\n\nYes. There is no dividing line. Probabilities are known only if one\ndefines the ensemble by specifying its distribution. But then is is\nno longer exactly the ensemble of interest. There is an uncontrolled\napproximation step in between, made somewhat credible by the laws of\nlarge number and other tools of probability theory.\n\n\n&gt;&gt;&gt;Now, you can do most of this reasoning about uncertainty with ensembles\n&gt;&gt;&gt;rather than states of knowledge, but it\'s much harder and more\n&gt;&gt;&gt;complicated.\n&gt;&gt;\n&gt;&gt;\'States of knowledge\' are in fact not at all states of \'knowledge\',\n&gt;&gt;but of \'prejudice\'. of \'assumptions about which ensemble to consider\'.\n&gt;&gt;Those who make the best assumptions will have the best results.\n&gt;\n&gt; The choice of ensemble is also prejudice.\n\nYes. But once it is chosen, probabilities are objective.\nThis is like for statements about infinite sets, say.\nOne must choose the axioms, which is a subjective act; then\nthe consequences are objective facts.\n\n\n&gt;&gt;&gt;You have to make sure that the ensembles you come up with\n&gt;&gt;&gt;are not only consistent with your state of knowledge, but also don\'t\n&gt;&gt;&gt;tell you anything more -- that they aren\'t biased.\n&gt;&gt;\n&gt;&gt;And one has to do the same with the putative \'states of knowledge\'\n&gt;\n&gt; Yes, and the ways of doing this are the maximum entropy derivable\n&gt; ignorance priors you ridiculed earlier.\n\nThere are many different ways one can do that; it depends on what\npartial information is available. Maximum entropy is appropriate\nonly when the prior information is in the form of expectations.\n\n\n&gt;&gt;&gt;The choice of ensemble to use is just as subjective as the choices of A,\n&gt;&gt;&gt;B, and C in your example above.\n&gt;&gt;\n&gt;&gt;yes, this conforms to my claims. I said, within a given ensemble,\n&gt;&gt;probabilities have an objective meaning; but the choice of ensemble\n&gt;&gt;in which to consider a singe event is purely subjective.\n&gt;\n&gt; So the end result is subjective.\n\nIn this sense, all mathematics would be subjective, since it depends\non the azioms assumed, which is a subjective choice. This is not the\nway\n\n&gt; Just like the choice of prior is\n&gt; subjective, but anything you want to calculate from that prior is\n&gt; an objective property of that prior.\n\nyes.\n\n\n&gt;&gt;This is different when one has a multitude of events. Then the family\n&gt;&gt;of ensembles that match the information available to a high degreee of\n&gt;&gt;confidence is quite small, and finding such a description is already a\n&gt;&gt;scientific task.\n&gt;\n&gt; To a high degree of confidence is a probabilistic statement, about a\n&gt; single event: the results of all the events.\n\nIf you compound everything together, yes. But if one has such a complex\nsingle event, the proability interpretation is no longer adequate,\nand an interpretation of ensembles in terms of\n\'\'predictions of numbers being close to their averages\'\'\nis the appropriate one. This is what happens in statistical mechanics.\nRather than just accepting a rare occurence (e.g., a brick going upwards\ndue to fluctuations) as something within one\'s probabilistic model,\none would try to explain it away by assuming a hidden, unobserved cause\n(someone throwing it). This is the way science weeds out the exceptions\nto statistical reasoning.\n\n\n&gt;&gt;That\'s why statistical physics is not subjective anymore.\n&gt;\n&gt; Because it\'s on the firm Bayesian foundation of maximizing entropy\n&gt; subject to constraints?\n\nNo; this is a spurious foundation; it was invented by Jaynes 50 years\nafter the various Gibbs ensembles were already known to work well.\nThat max entropy is spurious can be seen from the fact that if we\nwere to know &lt;H^2&gt; instead of &lt;H&gt;, we\'d not get the canonical ensemble\nbut one that is completely off physically.\n\nOnly if we know the _right_ sort of information, max entropy works,\nand to know what is the right sort of information presupposes\nthe insights of Gibbs. So max entropy is only a justification after\nthe facts are already in.\n\n\nArnold Neumaier\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Aaron Denney wrote:
> On 2004-08-19, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:

>>>Right. Probability assignments inherently have some subjectivity --
>>>what someone knows determines the assignment.
>>
>>Actually, what someone assumes as known. One can never know anything
>>about probabilities unless one has seen the whole ensemble. Thus one
>>makes models of the situation at hand, based on partial information,
>>and proceeds as if this model were correct. Calling this 'knowledge'
>>is a misnomer.
>
> partial information isn't knowledge? It's not complete knowledge, but
> it is knowledge.

it is knowledge about the sample but not knowledge about the ensemble.
Just as the knowledge of the first n items of a sequence give, in theory,
no knowledge at all about the limit of the sequence. That we often
estimate the limit using a small part of the sequence is asnother matter,
and is like estimating probabilities from samples. But the estimate may
be completely wrong.



> You can specify with probability theory "I'm not
> sure of this, but I believe it likely".

One can believe anything. Belief needs no mathematics.


>>>>Indeed, suppose we intend to throw a coin exactly once.
>>>>Person A claims 'the probability of the coin coming out head is 50%'.
>>>>Person B claims 'the probability of the coin coming out head is 20%'.
>>>>Person C claims 'the probability of the coin coming out head is 80%'.
>>>>Now we throw the coin and find 'head'. Who was right? It is undecidable.
>>>
>>>Any of them, or none of them, depending on what they knew about the
>>>prior conditions of tossing. "Appropriate" probability assignment would
>>>be better language than "correct". All of them could be correct if A
>>>knows only that it has heads and tails, and that both can come up, if B
>>>knows that the coin is heavier on the heads side by a certain amount,
>>>and C knows that the tosser is extremely practiced and can make it come
>>>out heads 80% of time.
>>
>>But for this analysis it is irrelavant what the result of the throw was.
>>Each party feels it was right; and it was. This is the hallmark of
>>unscientific theories...
>
> Yes. Probability isn't science, nor is it supposed to be. It's a tool
> that can be used in science. It's an extended logic, that reduces to
> standard aristotelian logic in the case that all probabilities are
> or 1.

Probabilities are interwoven into the fabric of quantum mechanics,
do you want to claim that quantum mechanics is not science???


>>A: It is fallacious to assume a head probability of 50% based on knowing
>>only that a coin has a head and a tail. Ignorance cannot be replaced by
>>equiprobability.
>
> And yet, that seems to be what you do when you take an ensemble and
> assume that all realizations of it are equiprobable.

In defining an ensemble, you can _define_ the weights of each member.
As I had asserted, the choice of ensemble is a subjective act that
determines what the probabilities mean. It encodes what the user is
prepared to assume about the given situation.


>>Thus subjective probability is the probability computed on the basis
>>of an ensemble chosen by tractability, partial information and/or
>>prejudice.
>
> Agreed.
>
>>it has no meaning at all for the single case at hand,
>>but only tells about the attitude of the subject making the claim.
>
> Disagree. Subjectivity does not negate meaning.

It may have meaning to the subject who chose the ensemble.
But objectively, it says nothing about the single case, but perhaps a lot
about the subject.


>>>Not at all. Suppose someone you trust completely assures you that a
>>>coin is biased so that during tests it comes up one way 80% of the
>>>time, and the other 20% of the time, but refuses to tell you which
>>>is which. What is your probability assignment that the coin comes up
>>>heads on one toss?
>>
>>I could not trust completely, since the person cannot know the claimed
>>information. The test involved a limited number of other coin throws,
>>hecne constitute an incomplete sample of the ensemble.
>
> Even an unlimited number of coin throws can't do a complete sample of
> the ensemble. Each flip gets you one sample of the ensemble _for that
> throw_. The other throws must have different ensembles. If you want to
> combine them, you don't get an ensemble over {0,1}, but over {0,1}^N,
> and again, you only get _one_ sample over the 2^N realizations.

True. The only way to know an infinite ensemble is by definite it through
its distribution.


>>Thus the person's
>>assignment of probabilities is spurious. To trust completely, I'd need
>>to hear a claim such as 'p=0.8 with confidence level of 5 \sigma based
>>on a binomial distribution'. The I'd confidently assert that the
>>'probability for tossing this coin' is close to .8. But I would
>>still not claim a probability for 'the next toss', except perhaps
>>informally in the sense of 'pars pro toto'.
>
> Suppose they told you all that, with thousands of trials. Still, anyone
> else I've talked to would gladly take 51:49 odds either way. (That is,
> behaved as if they believed p > .49, and p < .51.

Oh yes; I'd estimate probabilities the way everyone does. But I wouldn't
trust them completely.

>>And this is possible if and only if they know the complete ensemble
>>(with exception of a set of measure zero). This is what I claime
>>all the time. If the ensemble is known only incompletely, any claim
>>of 'enough information' is spurious.
>
> Complete ensemble, all the ways something can happen, sure. That's only
> one limit, and reasoning before that limit is still possible.

Yes, but it may give wrong results. Based on probability theory,
it even _has_ to give wrong results sometimes, with probability one.



>>>>>>Thus probabilities are meaningful not for the single event but only
>>>>>>as a property of the ensemble under consideration.
>>>>>
>>>>>And yet people bet on individual events all the time.
>>>>
>>>>Oh yes. They estimate probabilities, based on their favorite ensemble.
>>>>But as you know, people often lose their bets!
>>>
>>>Sure. That doesn't mean they estimated the probability wrong, or are
>>>misusing probability theory. Refusing to let probability theory deal
>>>with single events reduces its applicability to almost nothing, and
>>>people do successfully use it for single events.
>>
>>No. People who bet based on probabilities, tend to bet many times,
>>not just a single time.
>
> They also bet on non-repeatable events, knowing full well they aren't
> repeatable -- it will not happen that an ensemble similar to the one
> they assign the event will usefully describe an event in the future.

Yes, but then they act irrational.


>>>>>of that subset occuring, or the probability of those particular
>>>>>realizations. Of course they don't say that the event will or
>>>>>will not happen, unless the probability is zero or one.
>>>>
>>>>Yes; this is why they say nothing at all about the single case.
>>>
>>>Sure they, just not something definite. That's why there probabilities
>>>instead of certainties.
>>
>>They say nothing that can be verified or falsified. Thus nothing.
>
> Well, as probabilities can't be verified or falsified for even
> multiple cases, they must mean nothing as well? No? Then what's the
> dividing point? 2 samples? 10? 100? 1000000? 10^100?
>
> Sampling an ensemble 10000 times will _probably_ have a result _near_
> 10000p successes, but it is not guaranteed. It's still not checkable,
> and there is no magical threshold. Everything that works for 10000,
> still works for 1, just with much looser bounds.

Yes. There is no dividing line. Probabilities are known only if one
defines the ensemble by specifying its distribution. But then is is
no longer exactly the ensemble of interest. There is an uncontrolled
approximation step in between, made somewhat credible by the laws of
large number and other tools of probability theory.


>>>Now, you can do most of this reasoning about uncertainty with ensembles
>>>rather than states of knowledge, but it's much harder and more
>>>complicated.
>>
>>'States of knowledge' are in fact not at all states of 'knowledge',
>>but of 'prejudice'. of 'assumptions about which ensemble to consider'.
>>Those who make the best assumptions will have the best results.
>
> The choice of ensemble is also prejudice.

Yes. But once it is chosen, probabilities are objective.
This is like for statements about infinite sets, say.
One must choose the axioms, which is a subjective act; then
the consequences are objective facts.


>>>You have to make sure that the ensembles you come up with
>>>are not only consistent with your state of knowledge, but also don't
>>>tell you anything more -- that they aren't biased.
>>
>>And one has to do the same with the putative 'states of knowledge'
>
> Yes, and the ways of doing this are the maximum entropy derivable
> ignorance priors you ridiculed earlier.

There are many different ways one can do that; it depends on what
partial information is available. Maximum entropy is appropriate
only when the prior information is in the form of expectations.


>>>The choice of ensemble to use is just as subjective as the choices of A,
>>>B, and C in your example above.
>>
>>yes, this conforms to my claims. I said, within a given ensemble,
>>probabilities have an objective meaning; but the choice of ensemble
>>in which to consider a singe event is purely subjective.
>
> So the end result is subjective.

In this sense, all mathematics would be subjective, since it depends
on the azioms assumed, which is a subjective choice. This is not the
way

> Just like the choice of prior is
> subjective, but anything you want to calculate from that prior is
> an objective property of that prior.

yes.


>>This is different when one has a multitude of events. Then the family
>>of ensembles that match the information available to a high degreee of
>>confidence is quite small, and finding such a description is already a
>>scientific task.
>
> To a high degree of confidence is a probabilistic statement, about a
> single event: the results of all the events.

If you compound everything together, yes. But if one has such a complex
single event, the proability interpretation is no longer adequate,
and an interpretation of ensembles in terms of
''predictions of numbers being close to their averages''
is the appropriate one. This is what happens in statistical mechanics.
Rather than just accepting a rare occurence (e.g., a brick going upwards
due to fluctuations) as something within one's probabilistic model,
one would try to explain it away by assuming a hidden, unobserved cause
(someone throwing it). This is the way science weeds out the exceptions
to statistical reasoning.


>>That's why statistical physics is not subjective anymore.
>
> Because it's on the firm Bayesian foundation of maximizing entropy
> subject to constraints?

No; this is a spurious foundation; it was invented by Jaynes 50 years
after the various Gibbs ensembles were already known to work well.
That max entropy is spurious can be seen from the fact that if we
were to know <H^2> instead of <H>, we'd not get the canonical ensemble
but one that is completely off physically.

Only if we know the _right_ sort of information, max entropy works,
and to know what is the right sort of information presupposes
the insights of Gibbs. So max entropy is only a justification after
the facts are already in.


Arnold Neumaier

Arnold Neumaier
Aug25-04, 02:44 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>Arun Gupta wrote:\n&gt; Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote in message &gt;\n&gt;\n&gt;&gt;A: It is fallacious to assume a head probability of 50% based on knowing\n&gt;&gt;only that a coin has a head and a tail. Ignorance cannot be replaced by\n&gt;&gt;equiprobability. Effectively, A says: given my ignorance, I model the\n&gt;&gt;single coin throw as a random trial of a fair coin. This may be a useful\n&gt;&gt;hypothesis, but it doesn\'t constitute knowledge. Instead, it is a choice\n&gt;&gt;of the ensemble within which to regard the specific coin throw.\n&gt;\n&gt; The choice of the ensemble within which to regard the specific coin throw\n&gt; is knowledge.\n\nOnly good choices are knowledge.\nAnd what is good is found out only through proper checking,\nand not through the principle of insufficient reason.\n\nIn case of a coin we know that the fairness assumption is reasonable,\nbeing consistent with experience. In case of taking an\nexam at a newly appointed professor about whom no one knows anything,\nreasoning from the two possible outcomes (pass or fail) and the principle\nof insufficient reason to assign a probability of 50% failure is\nridiculous, and dangerous for those who are not prepared.\n\n\nA chosen ensemble is knowledge precisely if it is close to the correct\nensemble, and we have a good idea of how close it is.\nThat\'s why we value highly scientists such as Gibbs who guessed\nthe right ensembles for statistical mechanics which turned out to be\na highly accurate description of equilibrium situations.\n\n\n&gt; No other knowledge is available to us humans. Choosing\n&gt; to describe the hydrogen atom by a quantum mechanical ensemble that\n&gt; is described by the Schrodinger equation with a suitable potential term is\n&gt; a choice of ensemble made after a limited experience with hydrogen atoms.\n\nYes, and it worked remarkable well, but not perfectly.\n\n&gt; Adding the corrections that come from the Dirac equation is an advance in\n&gt; knowledge. It is subjective, the calculation of probabilities depends on our\n&gt; state of knowledge,\n\nYes, it depends on the collective knowledge of science, but not on the\nsubjective knowledge of the individual. The true theory of nature,\nto which our currenct collective knowledge of science is an approximation,\nis valid independent of anyone\'s knowledge.\n\nI am only against making scientific foundations a matter of subjective\nknowledge of single scientists.\n\n&gt; the particular physical theory that we have after a finite\n&gt; number of observations. The coin theory is an elementary scientific theory,\n&gt; so trivial as not to seem so.\n\nYes.\n\n\nArnold Neumaier\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Arun Gupta wrote:
> Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote in message >
>
>>A: It is fallacious to assume a head probability of 50% based on knowing
>>only that a coin has a head and a tail. Ignorance cannot be replaced by
>>equiprobability. Effectively, A says: given my ignorance, I model the
>>single coin throw as a random trial of a fair coin. This may be a useful
>>hypothesis, but it doesn't constitute knowledge. Instead, it is a choice
>>of the ensemble within which to regard the specific coin throw.
>
> The choice of the ensemble within which to regard the specific coin throw
> is knowledge.

Only good choices are knowledge.
And what is good is found out only through proper checking,
and not through the principle of insufficient reason.

In case of a coin we know that the fairness assumption is reasonable,
being consistent with experience. In case of taking an
exam at a newly appointed professor about whom no one knows anything,
reasoning from the two possible outcomes (pass or fail) and the principle
of insufficient reason to assign a probability of 50% failure is
ridiculous, and dangerous for those who are not prepared.


A chosen ensemble is knowledge precisely if it is close to the correct
ensemble, and we have a good idea of how close it is.
That's why we value highly scientists such as Gibbs who guessed
the right ensembles for statistical mechanics which turned out to be
a highly accurate description of equilibrium situations.


> No other knowledge is available to us humans. Choosing
> to describe the hydrogen atom by a quantum mechanical ensemble that
> is described by the Schrodinger equation with a suitable potential term is
> a choice of ensemble made after a limited experience with hydrogen atoms.

Yes, and it worked remarkable well, but not perfectly.

> Adding the corrections that come from the Dirac equation is an advance in
> knowledge. It is subjective, the calculation of probabilities depends on our
> state of knowledge,

Yes, it depends on the collective knowledge of science, but not on the
subjective knowledge of the individual. The true theory of nature,
to which our currenct collective knowledge of science is an approximation,
is valid independent of anyone's knowledge.

I am only against making scientific foundations a matter of subjective
knowledge of single scientists.

> the particular physical theory that we have after a finite
> number of observations. The coin theory is an elementary scientific theory,
> so trivial as not to seem so.

Yes.


Arnold Neumaier

Aaron Denney
Aug25-04, 02:44 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>On 2004-08-24, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;\n&gt;\n&gt; Aaron Denney wrote:\n&gt;&gt; On 2004-08-19, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;&gt;\n&gt;&gt;&gt;Of course, in practice, we approximate real coins by \'fair coins\'\n&gt;&gt;&gt;defined through an infinite ensemble, since the latter is tractable in\n&gt;&gt;&gt;any detail desired.\n&gt;&gt;\n&gt;&gt; Why do you need an infinite ensemble? A fair coin can be modeled just\n&gt;&gt; fine with an ensemble of size two.\n&gt;\n&gt; How do you toss a fair coin twice within an ensemble of size two?\n&gt; You cannot get infinitely many independent trials with a finite sigma\n&gt; algebra.\n\nYou either re-use the ensemble (drawing with replacement), or you tensor\nit with itself (N - 1) times to describe the case of a coin tossed N\ntimes, with 2^N possibilities. The throws are then independent by\nconstruction.\n\n--\nAaron Denney\n-&gt;&lt;-\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>On 2004-08-24, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>
>
> Aaron Denney wrote:
>> On 2004-08-19, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>>
>>>Of course, in practice, we approximate real coins by 'fair coins'
>>>defined through an infinite ensemble, since the latter is tractable in
>>>any detail desired.
>>
>> Why do you need an infinite ensemble? A fair coin can be modeled just
>> fine with an ensemble of size two.
>
> How do you toss a fair coin twice within an ensemble of size two?
> You cannot get infinitely many independent trials with a finite \sigma
> algebra.

You either re-use the ensemble (drawing with replacement), or you tensor
it with itself (N - 1) times to describe the case of a coin tossed N
times, with 2^N possibilities. The throws are then independent by
construction.

--
Aaron Denney
-><-

Joe Rongen
Aug25-04, 02:45 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>"Nick Maclaren" &lt;nmm1@cus.cam.ac.uk&gt; wrote in message\nnews:cgg055\\$kme\\$1@pegasus.csx.cam.ac. uk...\n&gt;\n&gt; In article &lt;005201c489f1\\$514de6c0\\$2723fea9@research&gt;,\n &gt; Joe Rongen &lt;joe@alpha.to&gt; wrote:\n&gt; &gt;\n&gt; &gt;"Nick Maclaren" &lt;nmm1@cus.cam.ac.uk&gt; wrote in message\n&gt; &gt;news:cg2u9b\\$pk7\\$1@pegasus.csx.cam.ac.uk...\ n&gt; &gt;&gt; &gt; In article &lt;4124ADA5.2070505@univie.ac.at&gt;,\n&gt; &gt;&gt; &gt; Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt; &gt;\n&gt; &gt;&gt; &gt;Given measure theoretic probability theory, there is nothing\n&gt; &gt;&gt; &gt; more to know about ensembles than the definition I gave.\n&gt; &gt;&gt;\n&gt; &gt;&gt; You didn\'t give a proper mathematical description, let alone a\n&gt; &gt;&gt; precise definition.\n&gt; &gt;\n&gt; &gt;&gt;From Chambers, "Dictionary of Science and Technology:"\n&gt; &gt; "ensemble" (Phys):\n&gt; &gt;\n&gt; &gt;"In statistical mechanics, a set of a very large number of systems,\n&gt; &gt; all dynamically identical to the system under consideration and\n&gt; &gt; differing in the initial condition."\n&gt;\n&gt; As a rough description for the layman, that is fine. As a basis\n&gt; for analysing the probabilities of ensembles, it lacks a certain\n&gt; something.\n\nNaturally, it is a generalization since you did not specify a particular\nensemble. The above definition of an ensemble describes the Fermi-\nDirac distribution function, wave mechanics (the probability density\nfunction), etc... So, what is lacking?\n\nRegards Joe\n\n--\n"For every problem there is a solution which is simple, clean and wrong."\n-- Henry Louis Mencken\n\n\n---\nOutgoing mail is certified Virus Free.\nChecked by AVG anti-virus system (http://www.grisoft.com).\nVersion: 6.0.742 / Virus Database: 495 - Release Date: 8/19/04\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>"Nick Maclaren" <nmm1@cus.cam.ac.uk> wrote in message
news:cgg055$kme$1@pegasus.csx.cam.ac.uk...
>
> In article <005201c489f1$514de6c0$2723fea9@research>,
> Joe Rongen <joe@\alpha.to> wrote:
> >
> >"Nick Maclaren" <nmm1@cus.cam.ac.uk> wrote in message
> >news:cg2u9b$pk7$1@pegasus.csx.cam.ac.uk...
> >> > In article <4124ADA5.2070505@univie.ac.at>,
> >> > Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
> >
> >> >Given measure theoretic probability theory, there is nothing
> >> > more to know about ensembles than the definition I gave.
> >>
> >> You didn't give a proper mathematical description, let alone a
> >> precise definition.
> >
> >>From Chambers, "Dictionary of Science and Technology:"
> > "ensemble" (Phys):
> >
> >"In statistical mechanics, a set of a very large number of systems,
> > all dynamically identical to the system under consideration and
> > differing in the initial condition."
>
> As a rough description for the layman, that is fine. As a basis
> for analysing the probabilities of ensembles, it lacks a certain
> something.

Naturally, it is a generalization since you did not specify a particular
ensemble. The above definition of an ensemble describes the Fermi-
Dirac distribution function, wave mechanics (the probability density
function), etc... So, what is lacking?

Regards Joe

--
"For every problem there is a solution which is simple, clean and wrong."
-- Henry Louis Mencken


---
Outgoing mail is certified Virus Free.
Checked by AVG anti-virus system (http://www.grisoft.com).
Version: 6..742 / Virus Database: 495 - Release Date: 8/19/04

Arnold Neumaier
Aug25-04, 02:45 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>Nick Maclaren wrote:\n&gt; In article &lt;005201c489f1\\$514de6c0\\$2723fea9@research&gt;,\n &gt; Joe Rongen &lt;joe@alpha.to&gt; wrote:\n&gt;\n&gt;&gt;"Nick Maclaren" &lt;nmm1@cus.cam.ac.uk&gt; wrote in message\n&gt;&gt;news:cg2u9b\\$pk7\\$1@pegasus.csx.cam.a c.uk...\n&gt;&gt;\n&gt;&gt;&gt;&gt;In article &lt;4124ADA5.2070505@univie.ac.at&gt;,\n&gt;&gt;&gt;&gt;Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;&gt;\n&gt;&gt;&gt;&gt;Given measure theoretic probability theory, there is nothing\n&gt;&gt;&gt;&gt;more to know about ensembles than the definition I gave.\n&gt;&gt;&gt;\n&gt;&gt;&gt;You didn\'t give a proper mathematical description, let alone a\n&gt;&gt;&gt;precise definition.\n&gt;&gt;\n&gt;&gt;&gt;From Chambers, "Dictionary of Science and Technology:"\n&gt;&gt;"ensemble" (Phys):\n&gt;&gt;\n&gt;&gt;"In statistical mechanics, a set of a very large number of systems,\n&gt;&gt;all dynamically identical to the system under consideration and\n&gt;&gt;differing in the initial condition."\n&gt;\n&gt;\n&gt; As a rough description for the layman, that is fine. As a basis\n&gt; for analysing the probabilities of ensembles, it lacks a certain\n&gt; something.\n\nThe definition given in my theoretical physics FAQ\nhttp://www.mat.univie.ac.at/~neum/physics-faq.txt\nwhich I used as the basis for the present discussion, is:\n\nIn probability theory, a random number is just a random variable x,\ni.e., a measurable function on the set Omega of possible experiments,\nthat assigns to each experiment omega in Omega the value x(omega)\nof x in this experiment.\n\nIn the important, \'noninformative\' case where the measure is invariant under\na group transitive on Omega, so that all experiments are identical copies\nof one another, physicists refer to this set Omega as a (classical) \'ensemble\',\nalthough they are usually too vague to express this in formal terms.\nThe terminology easily extends to the inhomogeneous case if one\nallows in ensembles each realization with a different frequency.\n\nMathematicians prefer to leave the set Omega (which they call the\n\'sample space\') unspecified and talk about \'realizations\' in place of\n\'experiments\'. Thus, for each experiment omega in Omega, x(omega) is\na realization of x, i.e., what physicists would call the value found\nin this particular experiment.\n\nThis serves well as a basis for analysing the probabilities of ensembles.\n\n\n\nArnold Neumaier\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Nick Maclaren wrote:
> In article <005201c489f1$514de6c0$2723fea9@research>,
> Joe Rongen <joe@\alpha.to> wrote:
>
>>"Nick Maclaren" <nmm1@cus.cam.ac.uk> wrote in message
>>news:cg2u9b$pk7$1@pegasus.csx.cam.ac.uk...
>>
>>>>In article <4124ADA5.2070505@univie.ac.at>,
>>>>Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>>
>>>>Given measure theoretic probability theory, there is nothing
>>>>more to know about ensembles than the definition I gave.
>>>
>>>You didn't give a proper mathematical description, let alone a
>>>precise definition.
>>
>>>From Chambers, "Dictionary of Science and Technology:"
>>"ensemble" (Phys):
>>
>>"In statistical mechanics, a set of a very large number of systems,
>>all dynamically identical to the system under consideration and
>>differing in the initial condition."
>
>
> As a rough description for the layman, that is fine. As a basis
> for analysing the probabilities of ensembles, it lacks a certain
> something.

The definition given in my theoretical physics FAQ
http://www.mat.univie.ac.at/~neum/physics-faq.txt
which I used as the basis for the present discussion, is:

In probability theory, a random number is just a random variable x,
i.e., a measurable function on the set \Omega of possible experiments,
that assigns to each experiment \omega in \Omega the value x(\omega)
of x in this experiment.

In the important, 'noninformative' case where the measure is invariant under
a group transitive on \Omega, so that all experiments are identical copies
of one another, physicists refer to this set \Omega as a (classical) 'ensemble',
although they are usually too vague to express this in formal terms.
The terminology easily extends to the inhomogeneous case if one
allows in ensembles each realization with a different frequency.

Mathematicians prefer to leave the set \Omega (which they call the
'sample space') unspecified and talk about 'realizations' in place of
'experiments'. Thus, for each experiment \omega in \Omega, x(\omega) is
a realization of x, i.e., what physicists would call the value found
in this particular experiment.

This serves well as a basis for analysing the probabilities of ensembles.



Arnold Neumaier

Joe Rongen
Aug25-04, 02:52 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>"Nick Maclaren" &lt;nmm1@cus.cam.ac.uk&gt; wrote in message\nnews:cg2u9b\\$pk7\\$1@pegasus.csx.cam.ac. uk...\n&gt; &gt; In article &lt;4124ADA5.2070505@univie.ac.at&gt;,\n&gt; &gt; Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n\n[snip]\n\n&gt; &gt;Given measure theoretic probability theory, there is nothing\n&gt; &gt; more to know about ensembles than the definition I gave.\n&gt;\n&gt; You didn\'t give a proper mathematical description, let alone a\n&gt; precise definition.\n\nFrom Chambers, "Dictionary of Science and Technology:"\n"ensemble" (Phys):\n\n"In statistical mechanics, a set of a very large number of systems,\nall dynamically identical to the system under consideration and\ndiffering in the initial condition."\n\nRegards Joe\n\n--\n"The result of this experiment was inconclusive, so we had to use\nstatistics." (Overheard at international physics conference)\n\n\n---\nOutgoing mail is certified Virus Free.\nChecked by AVG anti-virus system (http://www.grisoft.com).\nVersion: 6.0.742 / Virus Database: 495 - Release Date: 8/19/04\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>"Nick Maclaren" <nmm1@cus.cam.ac.uk> wrote in message
news:cg2u9b$pk7$1@pegasus.csx.cam.ac.uk...
> > In article <4124ADA5.2070505@univie.ac.at>,
> > Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:

[snip]

> >Given measure theoretic probability theory, there is nothing
> > more to know about ensembles than the definition I gave.
>
> You didn't give a proper mathematical description, let alone a
> precise definition.

From Chambers, "Dictionary of Science and Technology:"
"ensemble" (Phys):

"In statistical mechanics, a set of a very large number of systems,
all dynamically identical to the system under consideration and
differing in the initial condition."

Regards Joe

--
"The result of this experiment was inconclusive, so we had to use
statistics." (Overheard at international physics conference)


---
Outgoing mail is certified Virus Free.
Checked by AVG anti-virus system (http://www.grisoft.com).
Version: 6..742 / Virus Database: 495 - Release Date: 8/19/04

Nick Maclaren
Aug25-04, 03:52 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\nIn article &lt;003201c48a0f\\$a4f552e0\\$2723fea9@research&gt;,\n"J oe Rongen" &lt;joe@alpha.to&gt; writes:\n|&gt; &gt; &gt;\n|&gt; &gt; &gt;&gt;From Chambers, "Dictionary of Science and Technology:"\n|&gt; &gt; &gt; "ensemble" (Phys):\n|&gt; &gt; &gt;\n|&gt; &gt; &gt;"In statistical mechanics, a set of a very large number of systems,\n|&gt; &gt; &gt; all dynamically identical to the system under consideration and\n|&gt; &gt; &gt; differing in the initial condition."\n|&gt; &gt;\n|&gt; &gt; As a rough description for the layman, that is fine. As a basis\n|&gt; &gt; for analysing the probabilities of ensembles, it lacks a certain\n|&gt; &gt; something.\n|&gt;\n|&gt; Naturally, it is a generalization since you did not specify a particular\n|&gt; ensemble. The above definition of an ensemble describes the Fermi-\n|&gt; Dirac distribution function, wave mechanics (the probability density\n|&gt; function), etc... So, what is lacking?\n\nLet\'s consider the artificial problem of the motion of a \'uniform\'\nsphere of some kind of gas at a particular temperature in vacuum.\nThe above description matches the ensembles used to describe that,\nbut it also matches the ensemble that consists of a large number\nof copies of an identical initial state, but with different uniform\ntranslational velocities.\n\nThat is not helpful.\n\n\nRegards,\nNick Maclaren.\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>In article <003201c48a0f$a4f552e0$2723fea9@research>,
"Joe Rongen" <joe@\alpha.to> writes:
|> > >|> > >>From Chambers, "Dictionary of Science and Technology:"
|> > > "ensemble" (Phys):
|> > >|> > >"In statistical mechanics, a set of a very large number of systems,
|> > > all dynamically identical to the system under consideration and
|> > > differing in the initial condition."
|> >|> > As a rough description for the layman, that is fine. As a basis
|> > for analysing the probabilities of ensembles, it lacks a certain
|> > something.
|>
|> Naturally, it is a generalization since you did not specify a particular
|> ensemble. The above definition of an ensemble describes the Fermi-
|> Dirac distribution function, wave mechanics (the probability density
|> function), etc... So, what is lacking?

Let's consider the artificial problem of the motion of a 'uniform'
sphere of some kind of gas at a particular temperature in vacuum.
The above description matches the ensembles used to describe that,
but it also matches the ensemble that consists of a large number
of copies of an identical initial state, but with different uniform
translational velocities.

That is not helpful.


Regards,
Nick Maclaren.

Arnold Neumaier
Aug26-04, 04:07 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\n\nAaron Denney wrote:\n&gt; On 2004-08-24, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;\n&gt;&gt;\n&gt;&gt;Aaron Denney wrote:\n&gt;&gt;\n&gt;&gt;&gt;On 2004-08-19, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;&gt;&gt;\n&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;Of course, in practice, we approximate real coins by \'fair coins\'\n&gt;&gt;&gt;&gt;defined through an infinite ensemble, since the latter is tractable in\n&gt;&gt;&gt;&gt;any detail desired.\n&gt;&gt;&gt;\n&gt;&gt;&gt;Why do you need an infinite ensemble? A fair coin can be modeled just\n&gt;&gt;&gt;fine with an ensemble of size two.\n&gt;&gt;\n&gt;&gt;How do you toss a fair coin twice within an ensemble of size two?\n&gt;&gt;You cannot get infinitely many independent trials with a finite sigma\n&gt;&gt;algebra.\n&gt;\n&gt;\n&gt; You either re-use the ensemble (drawing with replacement),\n\nThis is not a formally valid procedure; there is no way to tell\nwhether the reuse is independent. To give independence a mathematical\nmeaning one indeed needs to take your second choice:\n\n\n&gt; or you tensor\n&gt; it with itself (N - 1) times to describe the case of a coin tossed N\n&gt; times, with 2^N possibilities. The throws are then independent by\n&gt; construction.\n\nYes. And to get infinitely many independent trials you neet to take\nthe tensor product of infinitely many copies, and the resulting sigma\nalgebra is no longer finite, as claimed.\n\n\nArnold Neumaier\n\n\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Aaron Denney wrote:
> On 2004-08-24, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>
>>
>>Aaron Denney wrote:
>>
>>>On 2004-08-19, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>>>
>>>
>>>>Of course, in practice, we approximate real coins by 'fair coins'
>>>>defined through an infinite ensemble, since the latter is tractable in
>>>>any detail desired.
>>>
>>>Why do you need an infinite ensemble? A fair coin can be modeled just
>>>fine with an ensemble of size two.
>>
>>How do you toss a fair coin twice within an ensemble of size two?
>>You cannot get infinitely many independent trials with a finite \sigma
>>algebra.
>
>
> You either re-use the ensemble (drawing with replacement),

This is not a formally valid procedure; there is no way to tell
whether the reuse is independent. To give independence a mathematical
meaning one indeed needs to take your second choice:


> or you tensor
> it with itself (N - 1) times to describe the case of a coin tossed N
> times, with 2^N possibilities. The throws are then independent by
> construction.

Yes. And to get infinitely many independent trials you neet to take
the tensor product of infinitely many copies, and the resulting \sigma
algebra is no longer finite, as claimed.


Arnold Neumaier

Aaron Denney
Sep2-04, 02:09 PM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\nOn 2004-08-26, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt; Aaron Denney wrote:\n&gt;&gt; On 2004-08-24, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;&gt;&gt;Aaron Denney wrote:\n&gt;&gt;&gt;&gt;On 2004-08-19, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;&gt;&gt;&gt;&gt;Of course, in practice, we approximate real coins by \'fair coins\'\n&gt;&gt;&gt;&gt;&gt;defined through an infinite ensemble, since the latter is tractable in\n&gt;&gt;&gt;&gt;&gt;any detail desired.\n&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;Why do you need an infinite ensemble? A fair coin can be modeled just\n&gt;&gt;&gt;&gt;fine with an ensemble of size two.\n&gt;&gt;&gt;\n&gt;&gt;&gt;How do you toss a fair coin twice within an ensemble of size two?\n&gt;&gt;&gt;You cannot get infinitely many independent trials with a finite sigma\n&gt;&gt;&gt;algebra.\n&gt;&gt;\n&gt;&gt; You either re-use the ensemble (drawing with replacement),\n&gt;\n&gt; This is not a formally valid procedure; there is no way to tell\n&gt; whether the reuse is independent. To give independence a mathematical\n&gt; meaning one indeed needs to take your second choice:\n\nI really don\'t understand your objection here.\n\n&gt;&gt; or you tensor it with itself (N - 1) times to describe the case of\n&gt;&gt; a coin tossed N times, with 2^N possibilities. The throws are then\n&gt;&gt; independent by construction.\n&gt;\n&gt; Yes. And to get infinitely many independent trials you neet to take\n&gt; the tensor product of infinitely many copies, and the resulting sigma\n&gt; algebra is no longer finite, as claimed.\n\nDo you ever need to throw a coin infinitely many times? You can\'t throw\na real coin infinitely many times -- even disregarding the time it would\ntake, it would wear away to nothing far before that.\n\nTo model any number of fair tosses, it requires only a finite algebra.\n\n(terminology nit-pick: We\'re not interested in modelling "the fair\ncoin". A coin can\'t be "fair", or "unfair". A coin toss, on the other\nhand, may or may not be, depending on the initial conditions implicitly\nassumed. Yes, I\'ve been sloppy and used the former phrasing.)\n\n--\nAaron Denney\n-&gt;&lt;-\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>On 2004-08-26, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
> Aaron Denney wrote:
>> On 2004-08-24, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>>>Aaron Denney wrote:
>>>>On 2004-08-19, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>>>>>Of course, in practice, we approximate real coins by 'fair coins'
>>>>>defined through an infinite ensemble, since the latter is tractable in
>>>>>any detail desired.
>>>>
>>>>Why do you need an infinite ensemble? A fair coin can be modeled just
>>>>fine with an ensemble of size two.
>>>
>>>How do you toss a fair coin twice within an ensemble of size two?
>>>You cannot get infinitely many independent trials with a finite \sigma
>>>algebra.
>>
>> You either re-use the ensemble (drawing with replacement),
>
> This is not a formally valid procedure; there is no way to tell
> whether the reuse is independent. To give independence a mathematical
> meaning one indeed needs to take your second choice:

I really don't understand your objection here.

>> or you tensor it with itself (N - 1) times to describe the case of
>> a coin tossed N times, with 2^N possibilities. The throws are then
>> independent by construction.
>
> Yes. And to get infinitely many independent trials you neet to take
> the tensor product of infinitely many copies, and the resulting \sigma
> algebra is no longer finite, as claimed.

Do you ever need to throw a coin infinitely many times? You can't throw
a real coin infinitely many times -- even disregarding the time it would
take, it would wear away to nothing far before that.

To model any number of fair tosses, it requires only a finite algebra.

(terminology nit-pick: We're not interested in modelling "the fair
coin". A coin can't be "fair", or "unfair". A coin toss, on the other
hand, may or may not be, depending on the initial conditions implicitly
assumed. Yes, I've been sloppy and used the former phrasing.)

--
Aaron Denney
-><-

Aaron Denney
Sep2-04, 02:28 PM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>On 2004-08-25, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt; Aaron Denney wrote:\n&gt;&gt; On 2004-08-19, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;\n&gt;&gt;&gt;&gt;Right. Probability assignments inherently have some subjectivity --\n&gt;&gt;&gt;&gt;what someone knows determines the assignment.\n&gt;&gt;&gt;\n&gt;&gt;&gt;Actually, what someone assumes as known. One can never know anything\n&gt;&gt;&gt;about probabilities unless one has seen the whole ensemble. Thus one\n&gt;&gt;&gt;makes models of the situation at hand, based on partial information,\n&gt;&gt;&gt;and proceeds as if this model were correct. Calling this \'knowledge\'\n&gt;&gt;&gt;is a misnomer.\n&gt;&gt;\n&gt;&gt; partial information isn\'t knowledge? It\'s not complete knowledge, but\n&gt;&gt; it is knowledge.\n&gt;\n&gt; it is knowledge about the sample but not knowledge about the ensemble.\n\nWho said anything about knowledge of the sample? Knowledge about the\npossibilities -- what space the ensemble covers, in your terms.\n\n&gt;&gt; You can specify with probability theory "I\'m not\n&gt;&gt; sure of this, but I believe it likely".\n&gt;\n&gt; One can believe anything. Belief needs no mathematics.\n\nIt doesn\'t need it, but it can use it. If you want a consistent\ncalculus of beliefs represented with real numbers between 0 and 1\nthat reduces to aristotelian logic in the limit that all of these\nnumbers go to zero and one (representing false and true), then\nyou\'ll get probability theory.\n\nIf you want to construct "no loss" bets, you also gets probability\ntheory. The axioms you use to derive probability theory don\'t\nmatter so much as what you get at the end (which we broadly agree\non -- what we don\'t agree on are applicability and how to construct\nprobabilities "from scratch"). Kolmogorov\'s formulation gives the\nsame rules, but one doesn\'t need to go through the rigamarole of\ndefining the proper sigma algebra in order to actually use probability.\n\n&gt;&gt;&gt;&gt;&gt;Indeed, suppose we intend to throw a coin exactly once.\n&gt;&gt;&gt;&gt;&gt;Person A claims \'the probability of the coin coming out head is 50%\'.\n&gt;&gt;&gt;&gt;&gt;Person B claims \'the probability of the coin coming out head is 20%\'.\n&gt;&gt;&gt;&gt;&gt;Person C claims \'the probability of the coin coming out head is 80%\'.\n&gt;&gt;&gt;&gt;&gt;Now we throw the coin and find \'head\'. Who was right? It is undecidable.\n&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;Any of them, or none of them, depending on what they knew about the\n&gt;&gt;&gt;&gt;prior conditions of tossing. "Appropriate" probability assignment would\n&gt;&gt;&gt;&gt;be better language than "correct". All of them could be correct if A\n&gt;&gt;&gt;&gt;knows only that it has heads and tails, and that both can come up, if B\n&gt;&gt;&gt;&gt;knows that the coin is heavier on the heads side by a certain amount,\n&gt;&gt;&gt;&gt;and C knows that the tosser is extremely practiced and can make it come\n&gt;&gt;&gt;&gt;out heads 80% of time.\n&gt;&gt;&gt;\n&gt;&gt;&gt;But for this analysis it is irrelavant what the result of the throw was.\n&gt;&gt;&gt;Each party feels it was right; and it was. This is the hallmark of\n&gt;&gt;&gt;unscientific theories...\n&gt;&gt;\n&gt;&gt; Yes. Probability isn\'t science, nor is it supposed to be. It\'s a tool\n&gt;&gt; that can be used in science. It\'s an extended logic, that reduces to\n&gt;&gt; standard aristotelian logic in the case that all probabilities are 0\n&gt;&gt; or 1.\n&gt;\n&gt; Probabilities are interwoven into the fabric of quantum mechanics,\n&gt; do you want to claim that quantum mechanics is not science???\n\nOf course not. Real numbers are interwoven into the fabric of classical\nmechanics, but I\'m not going to call real numbers science either.\n\n&gt;&gt;&gt;A: It is fallacious to assume a head probability of 50% based on knowing\n&gt;&gt;&gt;only that a coin has a head and a tail. Ignorance cannot be replaced by\n&gt;&gt;&gt;equiprobability.\n&gt;&gt;\n&gt;&gt; And yet, that seems to be what you do when you take an ensemble and\n&gt;&gt; assume that all realizations of it are equiprobable.\n&gt;\n&gt; In defining an ensemble, you can _define_ the weights of each member.\n&gt; As I had asserted, the choice of ensemble is a subjective act that\n&gt; determines what the probabilities mean. It encodes what the user is\n&gt; prepared to assume about the given situation.\n\nGiven that I know nothing more than heads are possible, and tails are\npossible, any assignment (any weighting of ensemble members) other\nthan 50:50 is ... presumptuous, at best. It doesn\'t obey the inherent\nsymmetry that a single toss has. (Multiple tosses, don\'t have that same\nsymmetry -- e.g. 2 tosses with no information other than that gives you\na symmetry between HH and TT and between HT and TH, but not between\nthose two classes.)\n\n&gt;&gt;&gt;Thus the person\'s\n&gt;&gt;&gt;assignment of probabilities is spurious. To trust completely, I\'d need\n&gt;&gt;&gt;to hear a claim such as \'p=0.8 with confidence level of 5 sigma based\n&gt;&gt;&gt;on a binomial distribution\'. The I\'d confidently assert that the\n&gt;&gt;&gt;\'probability for tossing this coin\' is close to 0.8. But I would\n&gt;&gt;&gt;still not claim a probability for \'the next toss\', except perhaps\n&gt;&gt;&gt;informally in the sense of \'pars pro toto\'.\n&gt;&gt;\n&gt;&gt; Suppose they told you all that, with thousands of trials. Still, anyone\n&gt;&gt; else I\'ve talked to would gladly take 51:49 odds either way. (That is,\n&gt;&gt; behaved as if they believed p &gt; 0.49, and p &lt; 0.51.\n&gt;\n&gt; Oh yes; I\'d estimate probabilities the way everyone does. But I wouldn\'t\n&gt; trust them completely.\n\nNo one expects you to trust completely, but even without full trust, they\nare useful, even for single cases. Multiple aggregated samples let you\nput more trust in the outcomes -- a high spread is less likely, but you\ncan\'t trust those completely.\n\n&gt;&gt;&gt;And this is possible if and only if they know the complete ensemble\n&gt;&gt;&gt;(with exception of a set of measure zero). This is what I claime\n&gt;&gt;&gt;all the time. If the ensemble is known only incompletely, any claim\n&gt;&gt;&gt;of \'enough information\' is spurious.\n&gt;&gt;\n&gt;&gt; Complete ensemble, all the ways something can happen, sure. That\'s only\n&gt;&gt; one limit, and reasoning before that limit is still possible.\n&gt;\n&gt; Yes, but it may give wrong results. Based on probability theory,\n&gt; it even _has_ to give wrong results sometimes, with probability one.\n\nSo does reasoning with the full ensemble though -- say that the full\nensemble gives you a P=0.999999 chance of success, so you confidently\nassert that. Repeat the experiment a few million times, and you will\nsee some "failures".\n\n&gt;&gt;&gt;&gt;&gt;&gt;&gt;Thus probabilities are meaningful not for the single event but only\n&gt;&gt;&gt;&gt;&gt;&gt;&gt;as a property of the ensemble under consideration.\n&gt;&gt;&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;&gt;&gt;And yet people bet on individual events all the time.\n&gt;&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;&gt;Oh yes. They estimate probabilities, based on their favorite ensemble.\n&gt;&gt;&gt;&gt;&gt;But as you know, people often lose their bets!\n&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;Sure. That doesn\'t mean they estimated the probability wrong, or are\n&gt;&gt;&gt;&gt;misusing probability theory. Refusing to let probability theory deal\n&gt;&gt;&gt;&gt;with single events reduces its applicability to almost nothing, and\n&gt;&gt;&gt;&gt;people do successfully use it for single events.\n&gt;&gt;&gt;\n&gt;&gt;&gt;No. People who bet based on probabilities, tend to bet many times,\n&gt;&gt;&gt;not just a single time.\n&gt;&gt;\n&gt;&gt; They also bet on non-repeatable events, knowing full well they aren\'t\n&gt;&gt; repeatable -- it will not happen that an ensemble similar to the one\n&gt;&gt; they assign the event will usefully describe an event in the future.\n&gt;\n&gt; Yes, but then they act irrational.\n\nAre both sides of the taker of bets irrational? Or only one? Or\nneither? Casinos and bookies expect other events "in similar ensembles"\nto cover this one, the average bettor doesn\'t bet enough for that to\nhappen, and the odds are skewed so that the chances of being down\nincrease with the number of bets. But even the casinos and bookies\nwill cover onetime events.\n\n&gt;&gt;&gt;&gt;&gt;&gt;of that subset occuring, or the probability of those particular\n&gt;&gt;&gt;&gt;&gt;&gt;realizations. Of course they don\'t say that the event will or\n&gt;&gt;&gt;&gt;&gt;&gt;will not happen, unless the probability is zero or one.\n&gt;&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;&gt;Yes; this is why they say nothing at all about the single case.\n&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;Sure they, just not something definite. That\'s why there probabilities\n&gt;&gt;&gt;&gt;instead of certainties.\n&gt;&gt;&gt;\n&gt;&gt;&gt;They say nothing that can be verified or falsified. Thus nothing.\n&gt;&gt;\n&gt;&gt; Well, as probabilities can\'t be verified or falsified for even\n&gt;&gt; multiple cases, they must mean nothing as well? No? Then what\'s the\n&gt;&gt; dividing point? 2 samples? 10? 100? 1000000? 10^100?\n&gt;&gt;\n&gt;&gt; Sampling an ensemble 10000 times will _probably_ have a result _near_\n&gt;&gt; 10000p successes, but it is not guaranteed. It\'s still not checkable,\n&gt;&gt; and there is no magical threshold. Everything that works for 10000,\n&gt;&gt; still works for 1, just with much looser bounds.\n&gt;\n&gt; Yes. There is no dividing line. Probabilities are known only if one\n&gt; defines the ensemble by specifying its distribution. But then is is\n&gt; no longer exactly the ensemble of interest. There is an uncontrolled\n&gt; approximation step in between, made somewhat credible by the laws of\n&gt; large number and other tools of probability theory.\n\nOkay. Why does this "uncontrolled approximation step" have to be done\nby choosing ensembles, rather than other ways of specifying\nprobabilities?\n\n&gt;&gt;&gt;&gt;Now, you can do most of this reasoning about uncertainty with ensembles\n&gt;&gt;&gt;&gt;rather than states of knowledge, but it\'s much harder and more\n&gt;&gt;&gt;&gt;complicated.\n&gt;&gt;&gt;\n&gt;&gt;&gt;\'States of knowledge\' are in fact not at all states of \'knowledge\',\n&gt;&gt;&gt;but of \'prejudice\'. of \'assumptions about which ensemble to consider\'.\n&gt;&gt;&gt;Those who make the best assumptions will have the best results.\n&gt;&gt;\n&gt;&gt; The choice of ensemble is also prejudice.\n&gt;\n&gt; Yes. But once it is chosen, probabilities are objective.\n&gt; This is like for statements about infinite sets, say.\n&gt; One must choose the axioms, which is a subjective act; then\n&gt; the consequences are objective facts.\n\nSame for just specifying the probabilities, and not specifying an\nensemble.\n\n&gt;&gt;&gt;&gt;You have to make sure that the ensembles you come up with\n&gt;&gt;&gt;&gt;are not only consistent with your state of knowledge, but also don\'t\n&gt;&gt;&gt;&gt;tell you anything more -- that they aren\'t biased.\n&gt;&gt;&gt;\n&gt;&gt;&gt;And one has to do the same with the putative \'states of knowledge\'\n&gt;&gt;\n&gt;&gt; Yes, and the ways of doing this are the maximum entropy derivable\n&gt;&gt; ignorance priors you ridiculed earlier.\n&gt;\n&gt; There are many different ways one can do that; it depends on what\n&gt; partial information is available. Maximum entropy is appropriate\n&gt; only when the prior information is in the form of expectations.\n\nIt can accomodate constraints of many forms, actually. Mean\nvalue == stable, observed values are only one way of doing so, that\nleads to a nice expression in terms of equal lagrange multipliers for\nexchanges.\n\n&gt;&gt;&gt;This is different when one has a multitude of events. Then the family\n&gt;&gt;&gt;of ensembles that match the information available to a high degreee of\n&gt;&gt;&gt;confidence is quite small, and finding such a description is already a\n&gt;&gt;&gt;scientific task.\n&gt;&gt;\n&gt;&gt; To a high degree of confidence is a probabilistic statement, about a\n&gt;&gt; single event: the results of all the events.\n&gt;\n&gt; If you compound everything together, yes. But if one has such a complex\n&gt; single event, the proability interpretation is no longer adequate,\n&gt; and an interpretation of ensembles in terms of\n&gt; \'\'predictions of numbers being close to their averages\'\'\n&gt; is the appropriate one. This is what happens in statistical mechanics.\n&gt; Rather than just accepting a rare occurence (e.g., a brick going upwards\n&gt; due to fluctuations) as something within one\'s probabilistic model,\n&gt; one would try to explain it away by assuming a hidden, unobserved cause\n&gt; (someone throwing it). This is the way science weeds out the exceptions\n&gt; to statistical reasoning.\n\nOr, one could say that the probability of someone throwing it up is much\n(i.e. many many many orders of magnitude) higher than that of spontaneous\nfluctuations causing it to go up. Observing that it goes up,\nprobability theory says that most likely someone threw it up. Expanded\nmodel, yes, but no need to have a magical cut off value, below which\nwe no longer trust probability theory to work.\n\n&gt;&gt;&gt;That\'s why statistical physics is not subjective anymore.\n&gt;&gt;\n&gt;&gt; Because it\'s on the firm Bayesian foundation of maximizing entropy\n&gt;&gt; subject to constraints?\n&gt;\n&gt; No; this is a spurious foundation; it was invented by Jaynes 50 years\n&gt; after the various Gibbs ensembles were already known to work well.\n&gt; That max entropy is spurious can be seen from the fact that if we\n&gt; were to know &lt;H^2&gt; instead of &lt;H&gt;, we\'d not get the canonical ensemble\n&gt; but one that is completely off physically.\n\nYes, but &lt;H^2&gt; _isn\'t_ a good description of the system, and we can\'t\nreally know it. Energy is a conserved quantity, not energy squared; we\ncan\'t see energy squared move between system and environment. It\'s not\nan extensive quantity. There is no mechanism of constraint; we can\'t\nmeasure it locally physically, and be assured that it won\'t change.\n(Neither is energy, really. We can measure it relative some set zero\npoint. Fortunately, all we need to do is measure differences. Changing\nthe zero point of energy changes the energy squared in weird ways.\n\n&gt; Only if we know the _right_ sort of information, max entropy works,\n\nCorrect. We have to know what the real physical, _stable_ constraints\nare to do physics. This is not surprising. If we get an answer not\nin accord with experiment, either we\'re asserting something is a\nconstraint that isn\'t, or there is some hidden constraint we don\'t\nknow about. This can vary depending on the timescale.\n\n&gt; and to know what is the right sort of information presupposes\n&gt; the insights of Gibbs. So max entropy is only a justification after\n&gt; the facts are already in.\n\n\n\n--\nAaron Denney\n-&gt;&lt;-\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>On 2004-08-25, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
> Aaron Denney wrote:
>> On 2004-08-19, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>
>>>>Right. Probability assignments inherently have some subjectivity --
>>>>what someone knows determines the assignment.
>>>
>>>Actually, what someone assumes as known. One can never know anything
>>>about probabilities unless one has seen the whole ensemble. Thus one
>>>makes models of the situation at hand, based on partial information,
>>>and proceeds as if this model were correct. Calling this 'knowledge'
>>>is a misnomer.
>>
>> partial information isn't knowledge? It's not complete knowledge, but
>> it is knowledge.
>
> it is knowledge about the sample but not knowledge about the ensemble.

Who said anything about knowledge of the sample? Knowledge about the
possibilities -- what space the ensemble covers, in your terms.

>> You can specify with probability theory "I'm not
>> sure of this, but I believe it likely".
>
> One can believe anything. Belief needs no mathematics.

It doesn't need it, but it can use it. If you want a consistent
calculus of beliefs represented with real numbers between and 1
that reduces to aristotelian logic in the limit that all of these
numbers go to zero and one (representing false and true), then
you'll get probability theory.

If you want to construct "no loss" bets, you also gets probability
theory. The axioms you use to derive probability theory don't
matter so much as what you get at the end (which we broadly agree
on -- what we don't agree on are applicability and how to construct
probabilities "from scratch"). Kolmogorov's formulation gives the
same rules, but one doesn't need to go through the rigamarole of
defining the proper \sigma algebra in order to actually use probability.

>>>>>Indeed, suppose we intend to throw a coin exactly once.
>>>>>Person A claims 'the probability of the coin coming out head is 50%'.
>>>>>Person B claims 'the probability of the coin coming out head is 20%'.
>>>>>Person C claims 'the probability of the coin coming out head is 80%'.
>>>>>Now we throw the coin and find 'head'. Who was right? It is undecidable.
>>>>
>>>>Any of them, or none of them, depending on what they knew about the
>>>>prior conditions of tossing. "Appropriate" probability assignment would
>>>>be better language than "correct". All of them could be correct if A
>>>>knows only that it has heads and tails, and that both can come up, if B
>>>>knows that the coin is heavier on the heads side by a certain amount,
>>>>and C knows that the tosser is extremely practiced and can make it come
>>>>out heads 80% of time.
>>>
>>>But for this analysis it is irrelavant what the result of the throw was.
>>>Each party feels it was right; and it was. This is the hallmark of
>>>unscientific theories...
>>
>> Yes. Probability isn't science, nor is it supposed to be. It's a tool
>> that can be used in science. It's an extended logic, that reduces to
>> standard aristotelian logic in the case that all probabilities are
>> or 1.
>
> Probabilities are interwoven into the fabric of quantum mechanics,
> do you want to claim that quantum mechanics is not science???

Of course not. Real numbers are interwoven into the fabric of classical
mechanics, but I'm not going to call real numbers science either.

>>>A: It is fallacious to assume a head probability of 50% based on knowing
>>>only that a coin has a head and a tail. Ignorance cannot be replaced by
>>>equiprobability.
>>
>> And yet, that seems to be what you do when you take an ensemble and
>> assume that all realizations of it are equiprobable.
>
> In defining an ensemble, you can _define_ the weights of each member.
> As I had asserted, the choice of ensemble is a subjective act that
> determines what the probabilities mean. It encodes what the user is
> prepared to assume about the given situation.

Given that I know nothing more than heads are possible, and tails are
possible, any assignment (any weighting of ensemble members) other
than 50:50 is ... presumptuous, at best. It doesn't obey the inherent
symmetry that a single toss has. (Multiple tosses, don't have that same
symmetry -- e.g. 2 tosses with no information other than that gives you
a symmetry between HH and TT and between HT and TH, but not between
those two classes.)

>>>Thus the person's
>>>assignment of probabilities is spurious. To trust completely, I'd need
>>>to hear a claim such as 'p=0.8 with confidence level of 5 \sigma based
>>>on a binomial distribution'. The I'd confidently assert that the
>>>'probability for tossing this coin' is close to .8. But I would
>>>still not claim a probability for 'the next toss', except perhaps
>>>informally in the sense of 'pars pro toto'.
>>
>> Suppose they told you all that, with thousands of trials. Still, anyone
>> else I've talked to would gladly take 51:49 odds either way. (That is,
>> behaved as if they believed p > .49, and p < .51.
>
> Oh yes; I'd estimate probabilities the way everyone does. But I wouldn't
> trust them completely.

No one expects you to trust completely, but even without full trust, they
are useful, even for single cases. Multiple aggregated samples let you
put more trust in the outcomes -- a high spread is less likely, but you
can't trust those completely.

>>>And this is possible if and only if they know the complete ensemble
>>>(with exception of a set of measure zero). This is what I claime
>>>all the time. If the ensemble is known only incompletely, any claim
>>>of 'enough information' is spurious.
>>
>> Complete ensemble, all the ways something can happen, sure. That's only
>> one limit, and reasoning before that limit is still possible.
>
> Yes, but it may give wrong results. Based on probability theory,
> it even _has_ to give wrong results sometimes, with probability one.

So does reasoning with the full ensemble though -- say that the full
ensemble gives you a P=0.999999 chance of success, so you confidently
assert that. Repeat the experiment a few million times, and you will
see some "failures".

>>>>>>>Thus probabilities are meaningful not for the single event but only
>>>>>>>as a property of the ensemble under consideration.
>>>>>>
>>>>>>And yet people bet on individual events all the time.
>>>>>
>>>>>Oh yes. They estimate probabilities, based on their favorite ensemble.
>>>>>But as you know, people often lose their bets!
>>>>
>>>>Sure. That doesn't mean they estimated the probability wrong, or are
>>>>misusing probability theory. Refusing to let probability theory deal
>>>>with single events reduces its applicability to almost nothing, and
>>>>people do successfully use it for single events.
>>>
>>>No. People who bet based on probabilities, tend to bet many times,
>>>not just a single time.
>>
>> They also bet on non-repeatable events, knowing full well they aren't
>> repeatable -- it will not happen that an ensemble similar to the one
>> they assign the event will usefully describe an event in the future.
>
> Yes, but then they act irrational.

Are both sides of the taker of bets irrational? Or only one? Or
neither? Casinos and bookies expect other events "in similar ensembles"
to cover this one, the average bettor doesn't bet enough for that to
happen, and the odds are skewed so that the chances of being down
increase with the number of bets. But even the casinos and bookies
will cover onetime events.

>>>>>>of that subset occuring, or the probability of those particular
>>>>>>realizations. Of course they don't say that the event will or
>>>>>>will not happen, unless the probability is zero or one.
>>>>>
>>>>>Yes; this is why they say nothing at all about the single case.
>>>>
>>>>Sure they, just not something definite. That's why there probabilities
>>>>instead of certainties.
>>>
>>>They say nothing that can be verified or falsified. Thus nothing.
>>
>> Well, as probabilities can't be verified or falsified for even
>> multiple cases, they must mean nothing as well? No? Then what's the
>> dividing point? 2 samples? 10? 100? 1000000? 10^100?
>>
>> Sampling an ensemble 10000 times will _probably_ have a result _near_
>> 10000p successes, but it is not guaranteed. It's still not checkable,
>> and there is no magical threshold. Everything that works for 10000,
>> still works for 1, just with much looser bounds.
>
> Yes. There is no dividing line. Probabilities are known only if one
> defines the ensemble by specifying its distribution. But then is is
> no longer exactly the ensemble of interest. There is an uncontrolled
> approximation step in between, made somewhat credible by the laws of
> large number and other tools of probability theory.

Okay. Why does this "uncontrolled approximation step" have to be done
by choosing ensembles, rather than other ways of specifying
probabilities?

>>>>Now, you can do most of this reasoning about uncertainty with ensembles
>>>>rather than states of knowledge, but it's much harder and more
>>>>complicated.
>>>
>>>'States of knowledge' are in fact not at all states of 'knowledge',
>>>but of 'prejudice'. of 'assumptions about which ensemble to consider'.
>>>Those who make the best assumptions will have the best results.
>>
>> The choice of ensemble is also prejudice.
>
> Yes. But once it is chosen, probabilities are objective.
> This is like for statements about infinite sets, say.
> One must choose the axioms, which is a subjective act; then
> the consequences are objective facts.

Same for just specifying the probabilities, and not specifying an
ensemble.

>>>>You have to make sure that the ensembles you come up with
>>>>are not only consistent with your state of knowledge, but also don't
>>>>tell you anything more -- that they aren't biased.
>>>
>>>And one has to do the same with the putative 'states of knowledge'
>>
>> Yes, and the ways of doing this are the maximum entropy derivable
>> ignorance priors you ridiculed earlier.
>
> There are many different ways one can do that; it depends on what
> partial information is available. Maximum entropy is appropriate
> only when the prior information is in the form of expectations.

It can accomodate constraints of many forms, actually. Mean
value == stable, observed values are only one way of doing so, that
leads to a nice expression in terms of equal lagrange multipliers for
exchanges.

>>>This is different when one has a multitude of events. Then the family
>>>of ensembles that match the information available to a high degreee of
>>>confidence is quite small, and finding such a description is already a
>>>scientific task.
>>
>> To a high degree of confidence is a probabilistic statement, about a
>> single event: the results of all the events.
>
> If you compound everything together, yes. But if one has such a complex
> single event, the proability interpretation is no longer adequate,
> and an interpretation of ensembles in terms of
> ''predictions of numbers being close to their averages''
> is the appropriate one. This is what happens in statistical mechanics.
> Rather than just accepting a rare occurence (e.g., a brick going upwards
> due to fluctuations) as something within one's probabilistic model,
> one would try to explain it away by assuming a hidden, unobserved cause
> (someone throwing it). This is the way science weeds out the exceptions
> to statistical reasoning.

Or, one could say that the probability of someone throwing it up is much
(i.e. many many many orders of magnitude) higher than that of spontaneous
fluctuations causing it to go up. Observing that it goes up,
probability theory says that most likely someone threw it up. Expanded
model, yes, but no need to have a magical cut off value, below which
we no longer trust probability theory to work.

>>>That's why statistical physics is not subjective anymore.
>>
>> Because it's on the firm Bayesian foundation of maximizing entropy
>> subject to constraints?
>
> No; this is a spurious foundation; it was invented by Jaynes 50 years
> after the various Gibbs ensembles were already known to work well.
> That max entropy is spurious can be seen from the fact that if we
> were to know <H^2> instead of <H>, we'd not get the canonical ensemble
> but one that is completely off physically.

Yes, but <H^2> _isn't_ a good description of the system, and we can't
really know it. Energy is a conserved quantity, not energy squared; we
can't see energy squared move between system and environment. It's not
an extensive quantity. There is no mechanism of constraint; we can't
measure it locally physically, and be assured that it won't change.
(Neither is energy, really. We can measure it relative some set zero
point. Fortunately, all we need to do is measure differences. Changing
the zero point of energy changes the energy squared in weird ways.

> Only if we know the _right_ sort of information, max entropy works,

Correct. We have to know what the real physical, _stable_ constraints
are to do physics. This is not surprising. If we get an answer not
in accord with experiment, either we're asserting something is a
constraint that isn't, or there is some hidden constraint we don't
know about. This can vary depending on the timescale.

> and to know what is the right sort of information presupposes
> the insights of Gibbs. So max entropy is only a justification after
> the facts are already in.



--
Aaron Denney
-><-

Arnold Neumaier
Sep3-04, 04:59 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>\nAaron Denney wrote:\n&gt; On 2004-08-25, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;\n&gt;&gt;Aaron Denney wrote:\n&gt;&gt;\n&gt;&gt;&gt;You can specify with probability theory "I\'m not\n&gt;&gt;&gt;sure of this, but I believe it likely".\n&gt;&gt;\n&gt;&gt;One can believe anything. Belief needs no mathematics.\n&gt;\n&gt; It doesn\'t need it, but it can use it. If you want a consistent\n&gt; calculus of beliefs represented with real numbers between 0 and 1\n&gt; that reduces to aristotelian logic in the limit that all of these\n&gt; numbers go to zero and one (representing false and true), then\n&gt; you\'ll get probability theory.\n&gt;\n&gt; If you want to construct "no loss" bets, you also gets probability\n&gt; theory. The axioms you use to derive probability theory don\'t\n&gt; matter so much as what you get at the end (which we broadly agree\n&gt; on -- what we don\'t agree on are applicability and how to construct\n&gt; probabilities "from scratch"). Kolmogorov\'s formulation gives the\n&gt; same rules, but one doesn\'t need to go through the rigamarole of\n&gt; defining the proper sigma algebra in order to actually use probability.\n\nJust as one does not need Peano\'s axioms to count the number of apples\nin one\'s basket. But one needs it to do science proper.\n\n\n&gt; Given that I know nothing more than heads are possible, and tails are\n&gt; possible, any assignment (any weighting of ensemble members) other\n&gt; than 50:50 is ... presumptuous, at best.\n\nAnd assigning 50:50, too.\n\nIf you only know that two outcomes are possible it means you don\'t\nknow anything about symmetry, and hence have no rational basis to\nassign 50:50.\n\n\n&gt; It doesn\'t obey the inherent\n&gt; symmetry that a single toss has.\n\nA single toss has a symmetry only if the coin is perfectly symmetric\nand the way of throwing it, too. Under symmetry, assigning equal\nprobabilities is appropriate. But then you know already _much_ more\nthan that only two outcomes are possible. In fact you then _know_\nthat both outcomes are equally likely.\n\n\n\n\n&gt;&gt;&gt;&gt;&gt;&gt;&gt;&gt;Thus probabilities are meaningful not for the single event but only\n&gt;&gt;&gt;&gt;&gt;&gt;&gt;&gt;as a property of the ensemble under consideration.\n&gt;&gt;&gt;&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;&gt;&gt;&gt;And yet people bet on individual events all the time.\n&gt;&gt;&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;&gt;&gt;Oh yes. They estimate probabilities, based on their favorite ensemble.\n&gt;&gt;&gt;&gt;&gt;&gt;But as you know, people often lose their bets!\n&gt;&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;&gt;Sure. That doesn\'t mean they estimated the probability wrong, or are\n&gt;&gt;&gt;&gt;&gt;misusing probability theory. Refusing to let probability theory deal\n&gt;&gt;&gt;&gt;&gt;with single events reduces its applicability to almost nothing, and\n&gt;&gt;&gt;&gt;&gt;people do successfully use it for single events.\n&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;No. People who bet based on probabilities, tend to bet many times,\n&gt;&gt;&gt;&gt;not just a single time.\n&gt;&gt;&gt;\n&gt;&gt;&gt;They also bet on non-repeatable events, knowing full well they aren\'t\n&gt;&gt;&gt;repeatable -- it will not happen that an ensemble similar to the one\n&gt;&gt;&gt;they assign the event will usefully describe an event in the future.\n&gt;&gt;\n&gt;&gt;Yes, but then they act irrational.\n&gt;\n&gt; Are both sides of the taker of bets irrational? Or only one? Or\n&gt; neither? Casinos and bookies expect other events "in similar ensembles"\n&gt; to cover this one, the average bettor doesn\'t bet enough for that to\n&gt; happen, and the odds are skewed so that the chances of being down\n&gt; increase with the number of bets. But even the casinos and bookies\n&gt; will cover onetime events.\n\nThe reason why it often works in practice (especially for casinos)\nis that the act of betting is repeated, though the contents of the\nbets may be unique in each case. This means the better is in fact\npart of a large and complicated ensemble, and can hope that the law of\nlarge numbers applies to it.\n\n\n\n&gt;&gt;&gt;&gt;&gt;&gt;&gt;of that subset occuring, or the probability of those particular\n&gt;&gt;&gt;&gt;&gt;&gt;&gt;realizations. Of course they don\'t say that the event will or\n&gt;&gt;&gt;&gt;&gt;&gt;&gt;will not happen, unless the probability is zero or one.\n&gt;&gt;&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;&gt;&gt;Yes; this is why they say nothing at all about the single case.\n&gt;&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;&gt;Sure they, just not something definite. That\'s why there probabilities\n&gt;&gt;&gt;&gt;&gt;instead of certainties.\n&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;They say nothing that can be verified or falsified. Thus nothing.\n&gt;&gt;&gt;\n&gt;&gt;&gt;Well, as probabilities can\'t be verified or falsified for even\n&gt;&gt;&gt;multiple cases, they must mean nothing as well? No? Then what\'s the\n&gt;&gt;&gt;dividing point? 2 samples? 10? 100? 1000000? 10^100?\n&gt;&gt;&gt;\n&gt;&gt;&gt;Sampling an ensemble 10000 times will _probably_ have a result _near_\n&gt;&gt;&gt;10000p successes, but it is not guaranteed. It\'s still not checkable,\n&gt;&gt;&gt;and there is no magical threshold. Everything that works for 10000,\n&gt;&gt;&gt;still works for 1, just with much looser bounds.\n&gt;&gt;\n&gt;&gt;Yes. There is no dividing line. Probabilities are known only if one\n&gt;&gt;defines the ensemble by specifying its distribution. But then is is\n&gt;&gt;no longer exactly the ensemble of interest. There is an uncontrolled\n&gt;&gt;approximation step in between, made somewhat credible by the laws of\n&gt;&gt;large number and other tools of probability theory.\n&gt;\n&gt; Okay. Why does this "uncontrolled approximation step" have to be done\n&gt; by choosing ensembles, rather than other ways of specifying\n&gt; probabilities?\n\nBecause there is the dividing line between platonic reality and\nphysical reality. If you do the uncontrolled approximation step\non the conceptual side, ...well, physicists often do it, and replace\nrigor by handwaving. But progress in science has always been\naccompanied by more clearly defined and used concepts. The sloppiness\nis due to lack of high standards, not because it does not matter.\nIt matters sometimes.\n\n\n&gt;&gt;&gt;&gt;&gt;Now, you can do most of this reasoning about uncertainty with ensembles\n&gt;&gt;&gt;&gt;&gt;rather than states of knowledge, but it\'s much harder and more\n&gt;&gt;&gt;&gt;&gt;complicated.\n&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;\'States of knowledge\' are in fact not at all states of \'knowledge\',\n&gt;&gt;&gt;&gt;but of \'prejudice\'. of \'assumptions about which ensemble to consider\'.\n&gt;&gt;&gt;&gt;Those who make the best assumptions will have the best results.\n&gt;&gt;&gt;\n&gt;&gt;&gt;The choice of ensemble is also prejudice.\n&gt;&gt;\n&gt;&gt;Yes. But once it is chosen, probabilities are objective.\n&gt;&gt;This is like for statements about infinite sets, say.\n&gt;&gt;One must choose the axioms, which is a subjective act; then\n&gt;&gt;the consequences are objective facts.\n&gt;\n&gt; Same for just specifying the probabilities, and not specifying an\n&gt; ensemble.\n\nYes. Specifying the probabilities _is_ specifying the ensemble,\nnamely an infinite theoretical model ensemble.\n\n\n\n&gt;&gt;&gt;Yes, and the ways of doing this are the maximum entropy derivable\n&gt;&gt;&gt;ignorance priors you ridiculed earlier.\n&gt;&gt;\n&gt;&gt;There are many different ways one can do that; it depends on what\n&gt;&gt;partial information is available. Maximum entropy is appropriate\n&gt;&gt;only when the prior information is in the form of expectations.\n&gt;\n&gt; It can accomodate constraints of many forms, actually. Mean\n&gt; value == stable, observed values are only one way of doing so, that\n&gt; leads to a nice expression in terms of equal lagrange multipliers for\n&gt; exchanges.\n\nTry to compute the maximum entropy estimate for the distribution of\nthrows of a die when you know a realization of 10 throws, say\n1 5 3 1 4 6 3 6 5 4\nto see that it is ridiculous indeed.\n\n\n&gt;&gt;&gt;&gt;That\'s why statistical physics is not subjective anymore.\n&gt;&gt;&gt;\n&gt;&gt;&gt;Because it\'s on the firm Bayesian foundation of maximizing entropy\n&gt;&gt;&gt;subject to constraints?\n&gt;&gt;\n&gt;&gt;No; this is a spurious foundation; it was invented by Jaynes 50 years\n&gt;&gt;after the various Gibbs ensembles were already known to work well.\n&gt;&gt;That max entropy is spurious can be seen from the fact that if we\n&gt;&gt;were to know &lt;H^2&gt; instead of &lt;H&gt;, we\'d not get the canonical ensemble\n&gt;&gt;but one that is completely off physically.\n&gt;\n&gt; Yes, but &lt;H^2&gt; _isn\'t_ a good description of the system, and we can\'t\n&gt; really know it.\n\nWe can compute it from the thermodynamical formalism; then we know it.\nKnowing &lt;H^2&gt;, &lt;N^2&gt; and V^2 determines an equilibrium state as well\nas knowing &lt;H&gt;, &lt;N&gt;, and V, except that the formulas are somewhat weird.\n(But if you don\'t accept results of computations as knowledge,\nwe can know hardly anything scientific.)\n\n\n&gt; Energy is a conserved quantity, not energy squared;\n\nNo. It is very easy to convince oneself that both H and H^2 is conserved.\nIndeed, &lt;A&gt; is conserved whenever A commutes with H.\n\n\n&gt; It\'s not an extensive quantity.\n\nTrue, but the maximum entropy principle does not say \'apply it only to\nextensive quantities\', but only \'apply it only to expectations\'.\n\n\n&gt;&gt;Only if we know the _right_ sort of information, max entropy works,\n&gt;\n&gt; Correct. We have to know what the real physical, _stable_ constraints\n&gt; are to do physics. This is not surprising.\n\nBut the maximum entropy principle can be applied no matter whether\nor not the information is of the right sort. Garbage in, garbage out;\nvalue in, value out. As everywhere in life, the art is in knowing\nwhat one needs to know to make things work...\n\n\nArnold Neumaier\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Aaron Denney wrote:
> On 2004-08-25, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>
>>Aaron Denney wrote:
>>
>>>You can specify with probability theory "I'm not
>>>sure of this, but I believe it likely".
>>
>>One can believe anything. Belief needs no mathematics.
>
> It doesn't need it, but it can use it. If you want a consistent
> calculus of beliefs represented with real numbers between and 1
> that reduces to aristotelian logic in the limit that all of these
> numbers go to zero and one (representing false and true), then
> you'll get probability theory.
>
> If you want to construct "no loss" bets, you also gets probability
> theory. The axioms you use to derive probability theory don't
> matter so much as what you get at the end (which we broadly agree
> on -- what we don't agree on are applicability and how to construct
> probabilities "from scratch"). Kolmogorov's formulation gives the
> same rules, but one doesn't need to go through the rigamarole of
> defining the proper \sigma algebra in order to actually use probability.

Just as one does not need Peano's axioms to count the number of apples
in one's basket. But one needs it to do science proper.


> Given that I know nothing more than heads are possible, and tails are
> possible, any assignment (any weighting of ensemble members) other
> than 50:50 is ... presumptuous, at best.

And assigning 50:50, too.

If you only know that two outcomes are possible it means you don't
know anything about symmetry, and hence have no rational basis to
assign 50:50.


> It doesn't obey the inherent
> symmetry that a single toss has.

A single toss has a symmetry only if the coin is perfectly symmetric
and the way of throwing it, too. Under symmetry, assigning equal
probabilities is appropriate. But then you know already _much_ more
than that only two outcomes are possible. In fact you then _know_
that both outcomes are equally likely.




>>>>>>>>Thus probabilities are meaningful not for the single event but only
>>>>>>>>as a property of the ensemble under consideration.
>>>>>>>
>>>>>>>And yet people bet on individual events all the time.
>>>>>>
>>>>>>Oh yes. They estimate probabilities, based on their favorite ensemble.
>>>>>>But as you know, people often lose their bets!
>>>>>
>>>>>Sure. That doesn't mean they estimated the probability wrong, or are
>>>>>misusing probability theory. Refusing to let probability theory deal
>>>>>with single events reduces its applicability to almost nothing, and
>>>>>people do successfully use it for single events.
>>>>
>>>>No. People who bet based on probabilities, tend to bet many times,
>>>>not just a single time.
>>>
>>>They also bet on non-repeatable events, knowing full well they aren't
>>>repeatable -- it will not happen that an ensemble similar to the one
>>>they assign the event will usefully describe an event in the future.
>>
>>Yes, but then they act irrational.
>
> Are both sides of the taker of bets irrational? Or only one? Or
> neither? Casinos and bookies expect other events "in similar ensembles"
> to cover this one, the average bettor doesn't bet enough for that to
> happen, and the odds are skewed so that the chances of being down
> increase with the number of bets. But even the casinos and bookies
> will cover onetime events.

The reason why it often works in practice (especially for casinos)
is that the act of betting is repeated, though the contents of the
bets may be unique in each case. This means the better is in fact
part of a large and complicated ensemble, and can hope that the law of
large numbers applies to it.



>>>>>>>of that subset occuring, or the probability of those particular
>>>>>>>realizations. Of course they don't say that the event will or
>>>>>>>will not happen, unless the probability is zero or one.
>>>>>>
>>>>>>Yes; this is why they say nothing at all about the single case.
>>>>>
>>>>>Sure they, just not something definite. That's why there probabilities
>>>>>instead of certainties.
>>>>
>>>>They say nothing that can be verified or falsified. Thus nothing.
>>>
>>>Well, as probabilities can't be verified or falsified for even
>>>multiple cases, they must mean nothing as well? No? Then what's the
>>>dividing point? 2 samples? 10? 100? 1000000? 10^100?
>>>
>>>Sampling an ensemble 10000 times will _probably_ have a result _near_
>>>10000p successes, but it is not guaranteed. It's still not checkable,
>>>and there is no magical threshold. Everything that works for 10000,
>>>still works for 1, just with much looser bounds.
>>
>>Yes. There is no dividing line. Probabilities are known only if one
>>defines the ensemble by specifying its distribution. But then is is
>>no longer exactly the ensemble of interest. There is an uncontrolled
>>approximation step in between, made somewhat credible by the laws of
>>large number and other tools of probability theory.
>
> Okay. Why does this "uncontrolled approximation step" have to be done
> by choosing ensembles, rather than other ways of specifying
> probabilities?

Because there is the dividing line between platonic reality and
physical reality. If you do the uncontrolled approximation step
on the conceptual side, ...well, physicists often do it, and replace
rigor by handwaving. But progress in science has always been
accompanied by more clearly defined and used concepts. The sloppiness
is due to lack of high standards, not because it does not matter.
It matters sometimes.


>>>>>Now, you can do most of this reasoning about uncertainty with ensembles
>>>>>rather than states of knowledge, but it's much harder and more
>>>>>complicated.
>>>>
>>>>'States of knowledge' are in fact not at all states of 'knowledge',
>>>>but of 'prejudice'. of 'assumptions about which ensemble to consider'.
>>>>Those who make the best assumptions will have the best results.
>>>
>>>The choice of ensemble is also prejudice.
>>
>>Yes. But once it is chosen, probabilities are objective.
>>This is like for statements about infinite sets, say.
>>One must choose the axioms, which is a subjective act; then
>>the consequences are objective facts.
>
> Same for just specifying the probabilities, and not specifying an
> ensemble.

Yes. Specifying the probabilities _is_ specifying the ensemble,
namely an infinite theoretical model ensemble.



>>>Yes, and the ways of doing this are the maximum entropy derivable
>>>ignorance priors you ridiculed earlier.
>>
>>There are many different ways one can do that; it depends on what
>>partial information is available. Maximum entropy is appropriate
>>only when the prior information is in the form of expectations.
>
> It can accomodate constraints of many forms, actually. Mean
> value == stable, observed values are only one way of doing so, that
> leads to a nice expression in terms of equal lagrange multipliers for
> exchanges.

Try to compute the maximum entropy estimate for the distribution of
throws of a die when you know a realization of 10 throws, say
1 5 3 1 4 6 3 6 5 4
to see that it is ridiculous indeed.


>>>>That's why statistical physics is not subjective anymore.
>>>
>>>Because it's on the firm Bayesian foundation of maximizing entropy
>>>subject to constraints?
>>
>>No; this is a spurious foundation; it was invented by Jaynes 50 years
>>after the various Gibbs ensembles were already known to work well.
>>That max entropy is spurious can be seen from the fact that if we
>>were to know <H^2> instead of <H>, we'd not get the canonical ensemble
>>but one that is completely off physically.
>
> Yes, but <H^2> _isn't_ a good description of the system, and we can't
> really know it.

We can compute it from the thermodynamical formalism; then we know it.
Knowing <H^2>, <N^2> and V^2 determines an equilibrium state as well
as knowing <H>, <N>, and V, except that the formulas are somewhat weird.
(But if you don't accept results of computations as knowledge,
we can know hardly anything scientific.)


> Energy is a conserved quantity, not energy squared;

No. It is very easy to convince oneself that both H and H^2 is conserved.
Indeed, <A> is conserved whenever A commutes with H.


> It's not an extensive quantity.

True, but the maximum entropy principle does not say 'apply it only to
extensive quantities', but only 'apply it only to expectations'.


>>Only if we know the _right_ sort of information, max entropy works,
>
> Correct. We have to know what the real physical, _stable_ constraints
> are to do physics. This is not surprising.

But the maximum entropy principle can be applied no matter whether
or not the information is of the right sort. Garbage in, garbage out;
value in, value out. As everywhere in life, the art is in knowing
what one needs to know to make things work...


Arnold Neumaier

Arnold Neumaier
Sep4-04, 02:04 AM
<jabberwocky><div class="vbmenu_control"><a href="jabberwocky:;" onClick="newWindow=window.open('','usenetCode','toolbar=no, location=no,scrollbars=yes,resizable=yes,status=no ,width=650,height=400'); newWindow.document.write('<HTML><HEAD><TITLE>Usenet ASCII</TITLE></HEAD><BODY topmargin=0 leftmargin=0 BGCOLOR=#F1F1F1><table border=0 width=625><td bgcolor=midnightblue><font color=#F1F1F1>This Usenet message\'s original ASCII form: </font></td></tr><tr><td width=449><br><br><font face=courier><UL><PRE>Aaron Denney wrote:\n&gt; On 2004-08-26, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;\n&gt;&gt;Aaron Denney wrote:\n&gt;&gt;\n&gt;&gt;&gt;On 2004-08-24, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;Aaron Denney wrote:\n&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;&gt;On 2004-08-19, Arnold Neumaier &lt;Arnold.Neumaier@univie.ac.at&gt; wrote:\n&gt;&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;&gt;&gt;Of course, in practice, we approximate real coins by \'fair coins\'\n&gt;&gt;&gt;&gt;&gt;&gt;defined through an infinite ensemble, since the latter is tractable in\n&gt;&gt;&gt;&gt;&gt;&gt;any detail desired.\n&gt;&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;&gt;Why do you need an infinite ensemble? A fair coin can be modeled just\n&gt;&gt;&gt;&gt;&gt;fine with an ensemble of size two.\n&gt;&gt;&gt;&gt;\n&gt;&gt;&gt;&gt;How do you toss a fair coin twice within an ensemble of size two?\n&gt;&gt;&gt;&gt;You cannot get infinitely many independent trials with a finite sigma\n&gt;&gt;&gt;&gt;algebra.\n&gt;&gt;&gt;\n&gt;&gt;&gt;You either re-use the ensemble (drawing with replacement),\n&gt;&gt;\n&gt;&gt;This is not a formally valid procedure; there is no way to tell\n&gt;&gt;whether the reuse is independent. To give independence a mathematical\n&gt;&gt;meaning one indeed needs to take your second choice:\n&gt;\n&gt; I really don\'t understand your objection here.\n\nThe concept of independent random variables is vacuous in a sigma algebra\nover a sample space of size 2, since there is essentially only one\nrandom variable.\n\n\n&gt;&gt;&gt;or you tensor it with itself (N - 1) times to describe the case of\n&gt;&gt;&gt;a coin tossed N times, with 2^N possibilities. The throws are then\n&gt;&gt;&gt;independent by construction.\n&gt;&gt;\n&gt;&gt;Yes. And to get infinitely many independent trials you neet to take\n&gt;&gt;the tensor product of infinitely many copies, and the resulting sigma\n&gt;&gt;algebra is no longer finite, as claimed.\n&gt;\n&gt; Do you ever need to throw a coin infinitely many times? You can\'t throw\n&gt; a real coin infinitely many times -- even disregarding the time it would\n&gt; take, it would wear away to nothing far before that.\n\nIn practice, you can have only a finite sample. But probability theory\nneeds infinite series of independent or nearly independent trials to make\nassertions such as the law of large numbers.\n\n\n&gt; To model any number of fair tosses, it requires only a finite algebra.\n\n&gt; (terminology nit-pick: We\'re not interested in modelling "the fair\n&gt; coin". A coin can\'t be "fair", or "unfair". A coin toss, on the other\n&gt; hand, may or may not be, depending on the initial conditions implicitly\n&gt; assumed. Yes, I\'ve been sloppy and used the former phrasing.)\n\n\nWe _model_ a real coin by a fair coin, which can be tossed arbitrarily\noften, getting independent realizations. This makes it possible to apply\nthe machinery of probability to statistics, by pretending that large\nfinite numbers are a good approximation to infinity, and that random\nnumbers are a sensible way of representing randomly looking results in a\ncleean, conceptual way.\n\nBut real coins _never_ produce random binary sequences (which are\nsequences of random numbers = sequences of measurable functions,\nnot sequences of zeros and ones) but only finite sequences of actual\nzeros and ones (or heads and tails) that look more or less random.\n\nThe way randomness is applied to a finite number of facts (and the number\nof all facts known on earth is finite) is always in a somewhat loose way.\n\nThere is no way out of the inherent ambiguity in the relation between\nconcepts in the platonic realm and their shadows in relality, or between\nreal facts and their conceptual shadows in platonic reality.\n\n\nArnold Neumaier\n\n</UL></PRE></font></td></tr></table></BODY><HTML>');"> <IMG SRC=/images/buttons/ip.gif BORDER=0 ALIGN=CENTER ALT="View this Usenet post in original ASCII form">&nbsp;&nbsp;View this Usenet post in original ASCII form </a></div><P></jabberwocky>Aaron Denney wrote:
> On 2004-08-26, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>
>>Aaron Denney wrote:
>>
>>>On 2004-08-24, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>>>
>>>>Aaron Denney wrote:
>>>>
>>>>>On 2004-08-19, Arnold Neumaier <Arnold.Neumaier@univie.ac.at> wrote:
>>>>>
>>>>>>Of course, in practice, we approximate real coins by 'fair coins'
>>>>>>defined through an infinite ensemble, since the latter is tractable in
>>>>>>any detail desired.
>>>>>
>>>>>Why do you need an infinite ensemble? A fair coin can be modeled just
>>>>>fine with an ensemble of size two.
>>>>
>>>>How do you toss a fair coin twice within an ensemble of size two?
>>>>You cannot get infinitely many independent trials with a finite \sigma
>>>>algebra.
>>>
>>>You either re-use the ensemble (drawing with replacement),
>>
>>This is not a formally valid procedure; there is no way to tell
>>whether the reuse is independent. To give independence a mathematical
>>meaning one indeed needs to take your second choice:
>
> I really don't understand your objection here.

The concept of independent random variables is vacuous in a \sigma algebra
over a sample space of size 2, since there is essentially only one
random variable.


>>>or you tensor it with itself (N - 1) times to describe the case of
>>>a coin tossed N times, with 2^N possibilities. The throws are then
>>>independent by construction.
>>
>>Yes. And to get infinitely many independent trials you neet to take
>>the tensor product of infinitely many copies, and the resulting \sigma
>>algebra is no longer finite, as claimed.
>
> Do you ever need to throw a coin infinitely many times? You can't throw
> a real coin infinitely many times -- even disregarding the time it would
> take, it would wear away to nothing far before that.

In practice, you can have only a finite sample. But probability theory
needs infinite series of independent or nearly independent trials to make
assertions such as the law of large numbers.


> To model any number of fair tosses, it requires only a finite algebra.

> (terminology nit-pick: We're not interested in modelling "the fair
> coin". A coin can't be "fair", or "unfair". A coin toss, on the other
> hand, may or may not be, depending on the initial conditions implicitly
> assumed. Yes, I've been sloppy and used the former phrasing.)


We _model_ a real coin by a fair coin, which can be tossed arbitrarily
often, getting independent realizations. This makes it possible to apply
the machinery of probability to statistics, by pretending that large
finite numbers are a good approximation to infinity, and that random
numbers are a sensible way of representing randomly looking results in a
cleean, conceptual way.

But real coins _never_ produce random binary sequences (which are
sequences of random numbers = sequences of measurable functions,
not sequences of zeros and ones) but only finite sequences of actual
zeros and ones (or heads and tails) that look more or less random.

The way randomness is applied to a finite number of facts (and the number
of all facts known on earth is finite) is always in a somewhat loose way.

There is no way out of the inherent ambiguity in the relation between
concepts in the platonic realm and their shadows in relality, or between
real facts and their conceptual shadows in platonic reality.


Arnold Neumaier