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Old 04-08-2012, 12:32 AM
canon1230 canon1230 is offline
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Default question about probability

If an urn contains 100 green or red marbles, and you sample 10 and they are all green, what is the probability that they are all green?
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Old 04-08-2012, 02:30 AM
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htlin htlin is offline
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Default Re: question about probability

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Originally Posted by canon1230 View Post
If an urn contains 100 green or red marbles, and you sample 10 and they are all green, what is the probability that they are all green?
The short reply is that probability does not tell us this answer, unless there are more assumptions.

Put it to the simplest case, if you flip a coin and get a head, what is the head probability of the coin? The answer can be "any non-zero number" but there is no further information to pin it down.

Hope this helps.
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Old 04-08-2012, 03:26 AM
GraceLAX GraceLAX is offline
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Default Re: question about probability

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Originally Posted by canon1230 View Post
If an urn contains 100 green or red marbles, and you sample 10 and they are all green, what is the probability that they are all green?
A physics professor friend wrote this up to help clarify a common statistical misconception.
Do these help? Read through the second one for a similar example.

http://badmomgoodmom.blogspot.com/20...rt-one_16.html
http://badmomgoodmom.blogspot.com/20...-part-two.html
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Old 04-08-2012, 08:44 AM
canon1230 canon1230 is offline
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Default Re: question about probability

Does the Hoeffding Inequality allow us to say something about this probability?

P[|Ein - Eout| > epsilon] <= 2e^(-2 * epslion^2 * N)

Since Ein = 0, N = 10, setting epsilon to 0.5, the inequality gives us:

P[Eout > 0.5] <= 2e^(-5) = 0.013+

This seems to be saying something nontrivial about Eout.
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Old 04-08-2012, 03:01 PM
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htlin htlin is offline
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Default Re: question about probability

Quote:
Originally Posted by canon1230 View Post
Does the Hoeffding Inequality allow us to say something about this probability?

P[|Ein - Eout| > epsilon] <= 2e^(-2 * epslion^2 * N)

Since Ein = 0, N = 10, setting epsilon to 0.5, the inequality gives us:

P[Eout > 0.5] <= 2e^(-5) = 0.013+

This seems to be saying something nontrivial about Eout.
The P in Hoeffding is subject to the process of generating the sample (i.e. E_{in}), not the probability on E_{out}. Indeed it tells us something nontrivial (and that's how we use it in the learning context), but it does not answer your original question.

The question that got answered by Hoeffding is roughly

"What is the probability of a big-Eout urn (many red) for generating such an Ein (all green)?"

not

"What is the probability of Eout being small in the first place?"

The answer to the latter question remains unknown, but even so, we know that having a big Eout is unlikely because of Hoeffding.

Hope this helps.
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Old 04-10-2012, 07:19 AM
rukacity rukacity is offline
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Default Re: question about probability

I would think this way:

if p is probability of the outcome then for 10 trials there is p^10 probability of getting all favorable outcome.
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Old 04-13-2012, 11:00 PM
jsarrett jsarrett is offline
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Default Re: question about probability

Hoeffding's inequality has a free parameter in your question, namely \epsilon. It lest you say that since you have 10 samples, if you want to be 80% sure of the distribution of marbles in the jar (\epsilon = 0.2), then the jar is at most E_{out} percent different from the sample.

where
P(|E_{in}-E_{out}|
 < \epsilon) \le 2e^{-2\epsilon^2N}

substituting from your example:
P(|0-E_{out}| < 0.2) \le 2e^{-2(0.2^2)10}

simplifying:
P(|0-E_{out}| < 0.2) \le 0.898657928234443
so we think that with 80% confidence, the jar is at least 10.2% green.

We probably need a bigger N!
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