On Tue, Mar 10, 2020 at 8:54 AM Russell Standish <[email protected]>
wrote:

> On Sun, Mar 08, 2020 at 10:10:23PM +1100, Bruce Kellett wrote:
> >
> >     >     > In order to infer a probability of p = 0.5, your branch data
> must
> >     have
> >     >     > approximately equal numbers of zeros and ones. The number of
> >     branches
> >     >     with
> >     >     > equal numbers of zeros and ones is given by the binomial
> >     coefficient. For
> >     >     large
> >     >     > even N = 2M trials, this coefficient is N!/M!*M!. Using the
> >     Stirling
> >     >     > approximation to the factorial for large N, this goes as
> 2^N/sqrt
> >     (N)
> >     >     (within
> >     >     > factors of order one). Since there are 2^N sequences, the
> >     proportion with
> >     >     n_0 =
> >     >     > n_1 vanishes as 1/sqrt(N) for N large.
> >
> >
> >
> > This is the nub of the proof you wanted.
>
> No - it is simply irrelevant. The statement I made was about the
> proportion of strings whose bit ratio lies within certain percentage
> of the expected value.
>
> After all when making a measurement, you are are interested in the
> value and its error bounds, eg 10mm +/- 0.1%, or 10mm +/- 0.01mm. We
> can never know its exact value.
>


If you are using experimental data to estimate a quantity (and a p value is
a quantity in the required sense), then you are interested in the
confidence interval, not an absolute or percentage error. And the
confidence interval for a given probability of including the true value
decreases with the number of trials (since the standard error decreases
with N).

Bruce

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