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Nobody Understands Probability

jsteinhardt.wordpress.com

31–40 of 64 posts

Re: Nobody Understands Probability

#31
post #8

> However, the answer is not, in fact, 1/3. Why is this? This seems like a canard to me. Here is my defense of 1/3 as a correct answer: http://gist.github.com/578386 > Is Bayes’ theorem wrong? > No, the answer comes from an unfortunate namespace collision in the word “given”. The man “gave” us the information that he has at least one male child. By this we mean that he asserted the statement “I have at least one male…

1/3 isn't correct, and I find the OP's explanation to be overly complex. The set of possibilities for two genders of two children is GG, GB, and BB. In your possibilities, GB and BG are exactly the same set (order doesn't matter in a set, only membership), so you don't have 4 possibilities, you have 3 total. Since the guy asserted that one of them is a boy, you can rule out the GG possibility. This leaves only GB and…

Think of it in terms of a set of tuples and not a set.

{(B,G), (G,B) , (B,B) , (G,G)}

Re: Nobody Understands Probability

#32
post #27

Earlier quoted context omitted.

The question isn't what is the probability of any one of the paths, the question is about the probability of the final result. A fork in the road that joins up again gives each fork equal probability of reaching the destination.

You can't understand the final result in isolation. Out of all men with two children, the probability that they will have two daughters is 1/4, the probability that they will have two sons is 1/4. This leaves heterogeneous offspring occurring 1/2 the time. If the man is able to make the statement "I have two kids, at least one's a boy", this puts him among the 3/4 of all men with one or two sons. The probability of a…

Perhaps this would offer an equally appealing explanation: if the man said, "I have two children but at least my firstborn is not a girl..." then the intuitively appealing response of 1/2 becomes roughly correct.

Re: Nobody Understands Probability

#33
post #27

Earlier quoted context omitted.

The question isn't what is the probability of any one of the paths, the question is about the probability of the final result. A fork in the road that joins up again gives each fork equal probability of reaching the destination.

You can't understand the final result in isolation. Out of all men with two children, the probability that they will have two daughters is 1/4, the probability that they will have two sons is 1/4. This leaves heterogeneous offspring occurring 1/2 the time. If the man is able to make the statement "I have two kids, at least one's a boy", this puts him among the 3/4 of all men with one or two sons. The probability of a…

But we're not trying to find out if this man falls into the 3/4 of all men with one or two sons, we're trying to determine if this man's two children are both boys when we know that one of them is.

Re: Nobody Understands Probability

#34
post #28

Earlier quoted context omitted.

I appreciate your reply. But I'm still not clear on it. Because of this: "At least one of them is a boy." As I see it, this statement contains the following pieces of information: 1. There are two children. 2. One of them is a boy. The question is... what's the probability of there being two boys? Considering the information we've got, there are two possible scenarios remaining 1. [B, B] 2. [B, G]. So we have P = 0.5…

Three scenarios remain: [B,B], [B,G], [G,B], so the answer is 1/3. Maybe you were thinking that the order doesn't matter. In that case, what was the probability of getting a boy and a girl, in any order? 1/4 + 1/4 = 1/2. So that's still twice as likely as getting two boys, and that ratio (2:1) will still hold after eliminating [G,G]. You again get 1/3. Some people find it easier to picture it in terms of frequencies.…

ced, yes i was thinking that the order doesn't matter. I think this is what it comes down to. Do you think that order matters? If so, why?

yes i do find it easier to picture in terms of frequencies. in this case, take 1000 families which fulfill the criteria of "2 children with at least 1 boy". what is the probability that a family will have 2 boys? we have not sampled randomly. we have sampled according to the "2 children with at least 1 boy" criteria. we are not dealing with two random variables. one variable is fixed and we sampled according to it. now we are working with one independent random variable within that sample. that random variable has P = 1/2.

is there a flaw in my logic? if there is, please highlight it. i think the main confusion is: 1. we have sampled according to particular criteria. 2. we need to calculate a probability within that sample. NOT the population that sample was taken from.

Re: Nobody Understands Probability

#35
post #28

Earlier quoted context omitted.

Three scenarios remain: [B,B], [B,G], [G,B], so the answer is 1/3. Maybe you were thinking that the order doesn't matter. In that case, what was the probability of getting a boy and a girl, in any order? 1/4 + 1/4 = 1/2. So that's still twice as likely as getting two boys, and that ratio (2:1) will still hold after eliminating [G,G]. You again get 1/3. Some people find it easier to picture it in terms of frequencies.…

ced, yes i was thinking that the order doesn't matter. I think this is what it comes down to. Do you think that order matters? If so, why? yes i do find it easier to picture in terms of frequencies. in this case, take 1000 families which fulfill the criteria of "2 children with at least 1 boy". what is the probability that a family will have 2 boys? we have not sampled randomly. we have sampled according to the "2 ch…

In a sampling of 1000 families, the expected values of each kind of family is as follows:

  2xB : 250
  1xB, 1xG: 500
  2xG : 250
Sampling this population ignoring any family that has no boys leads to the probabilities

  2xB : 1/3
  1xB, 1xG: 2/3rds
You're still looking at the same probabilities; the models agree.

I don't fully understand your two random variables formulation. I think the confusion you're getting at is that there is an assumption that the chance of any given birth being male is theta = 0.5. The question however is not

"I have two children, at least one is a boy, what is the probability that my next child is a boy?"

It instead has to do with binomial probabilities on the space of a few repeated trials under parameter theta. The distribution is no longer flat.

Here's a more stark example of a similar form.

"I have 300 children, and at least 1 is a boy. What are the odds that I have no girls?"

Re: Nobody Understands Probability

#36
post #35

Earlier quoted context omitted.

ced, yes i was thinking that the order doesn't matter. I think this is what it comes down to. Do you think that order matters? If so, why? yes i do find it easier to picture in terms of frequencies. in this case, take 1000 families which fulfill the criteria of "2 children with at least 1 boy". what is the probability that a family will have 2 boys? we have not sampled randomly. we have sampled according to the "2 ch…

In a sampling of 1000 families, the expected values of each kind of family is as follows: 2xB : 250 1xB, 1xG: 500 2xG : 250 Sampling this population ignoring any family that has no boys leads to the probabilities 2xB : 1/3 1xB, 1xG: 2/3rds You're still looking at the same probabilities; the models agree. I don't fully understand your two random variables formulation. I think the confusion you're getting at is that th…

ok, you stated this very well. It's now clear where the confusions arises: "Sampling this population ignoring any family that has no boys." Yes, with this interpretation the answer is 1/3, but it's contrary to my interpretation.

Actually, for anyone who is interested, see "Boy or Girl paradox". There is literature on this which discusses the different interpretations.

Re: Nobody Understands Probability

#37
post #2

For those who didn't make it all the way down: People often intuitively think of probabilities as a fact about the world, when in reality probabilities are a fact about our model of the world.

Not an exact quote, but E. T. Jaynes: "If I am ignorant about a phenomenon, that is a fact about my state of mind, not a fact about the phenomenon."

Re: Nobody Understands Probability

#38
post #8

> However, the answer is not, in fact, 1/3. Why is this? This seems like a canard to me. Here is my defense of 1/3 as a correct answer: http://gist.github.com/578386 > Is Bayes’ theorem wrong? > No, the answer comes from an unfortunate namespace collision in the word “given”. The man “gave” us the information that he has at least one male child. By this we mean that he asserted the statement “I have at least one male…

I thought on this a bit. And I do believe you are correct. Because as you note, he did in fact condition the space such that 1/3 is the correct answer and is stretching.

He goes on to say "Now this means that if we want to claim that the probability that the man has two boys is , what we are really claiming is that he is equally likely to inform us that he has at least one boy, in all situations where it is true, independent of the actual gender distribution of his children. I would argue that this is quite unlikely, as if he has a boy and a girl, then he could equally well have told us that he has at least one girl, whereas he couldn’t tell us that if he has only boys".

I see this point but I think this example does not lend itself to explaining the notion of defining a good prior because it is such a simple scenario - it biases responses to focus on the absurdity and unnecessarily fretful complexification. And it opens the door to all sorts of subjective objections so that nothing can actually be said. For example I can say that given this guy is talking in riddles he likes being vague and will always give me just enough true information to keep things sane but interesting. Or given he is being wishy washy then he is a deviant trying to mess up my day, very likely he has 3+ kids. A more muddled scenario would have been better for similar reasons to why humans are the hardest to animate 'correctly' - no preconceptions to distract from the presentation.

Otherwise the maths is straight forward, we have been given a space to condition on: he has two kids and one of them is a boy. P( (B,B)) = 1/3 since (G,G) is eliminated. Giving a probability of 1/2 makes sense only when we are not given the key piece of information of at least one is a boy. The information we get tells us how we can construct our probability (sub)space.

Consider for example I met this strange man for the first time and see that he has a son and for some reason I know he has two kids. Then the probability of two sons is 1/2. This can be seen as the fact that knowing the gender of the kid I saw says nothing of the other kid's. If we whip out some probability spaces this can be seen by thinking in terms of {(M,F), (F,M), (F,F), (M,M)} X {1,2}. Where (M,F,1) is I met the older kid who is his son first. Or (M,M,2) is I met the younger son first.

Some time ago I wrote a simple finite probability space toy in F# to help in building probability intuitions by using simple spaces. Ill use it here because I think code can be clear.

    let Z = cartesg ["MF";"MF"; "12"]
    let S = definePSpaceSimp Z
    let pboy = conditional  (fun (x:string) -> x.[0] = 'M') S

    let p2b =(conditional (fun (x:string) -> x.Contains("MM")) pboy).Space |> pboy.Pr

    >
    val S : ProbabilitySpace =
      {Space = set ["FF1"; "FF2"; "FM1"; "FM2"; "MF1"; "MF2"; "MM1"; "MM2"];
       Pf = ;
       Pr = ;}
    val pboy : ProbabilitySpace =
      {Space = set ["MF1"; "MF2"; "MM1"; "MM2"];
       Pf = ;
       Pr = ;}
    val p2b : PositiveReals = 0.5
Thus we see the probability of the compound event: 2 boys given seen 1 boy is 0.5. This is because based on the information I got, the compound event I can define is very different from being given information - 2 kids, at least one boy: {(M,F), (M,M), (F,M)}

>EDIT: I find it interesting that a mathematical argument is downvoted. I would appreciate any flaws to be pointed out along with a downvote so I might correct my reasoning. Currently, I do not think I made any mistakes.

Re: Nobody Understands Probability

#39
post #2

For those who didn't make it all the way down: People often intuitively think of probabilities as a fact about the world, when in reality probabilities are a fact about our model of the world.

There are at least two interpretations of probability. Firstly the epistemological, as you say, represents our lack of knowledge about the world. Secondly the aleatory truly represents the phenomenon of chance in the world.

The best interpretation of quantum theory for example (as I understand it) takes the latter view that randomness is genuinely physically manifested, and does not simply represent our inability to model reality.

Re: Nobody Understands Probability

#40
post #29
post #8

> However, the answer is not, in fact, 1/3. Why is this? This seems like a canard to me. Here is my defense of 1/3 as a correct answer: http://gist.github.com/578386 > Is Bayes’ theorem wrong? > No, the answer comes from an unfortunate namespace collision in the word “given”. The man “gave” us the information that he has at least one male child. By this we mean that he asserted the statement “I have at least one male…

You unfortunately fall right into the trap that he's warning about: just because you can enumerate the possible outcomes doesn't mean that they are all equally likely (cf: the Monty Hall problem). The conclusion that BB/BG/GB are all equally likely follows from the assumption that the man would definitely state that he has a male child if and only if one of those conditions were true. But what if instead we add the f…

I think you are confusing the likelihood of something happening with the estimate based on a given set of facts. The man doesn't have quantum children that are 1/3 boy or girl. So trivially P(the gender of the man's children is the gender of the man's children) = 1. They don't change gender depending on your guess. The only thing that changes is the trueness of your guess of the other child's gender (it changes when you change the guess)

The way to get clear hear is to simulate meeting the man 1000 times, and counting how many times you would have guessed right if you said he has two boys. This yields 1/3 because you don't even guess when he has 2 girls.

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