On 3/9/2020 3:08 PM, Bruce Kellett wrote:
On Tue, Mar 10, 2020 at 8:54 AM Russell Standish <[email protected] <mailto:[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).

Right.  So that's because the density of results concentrates around the true value as N->oo.  In statistician talk, the mean is a consistent estimator.

Brent

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