Re: Just one message on random variables

R.G.Cowell@city.ac.uk
Wed, 24 Jun 1998 12:11:19 +0000

> On Tue, 23 Jun 1998, Kevin S. Van Horn wrote:
>
> > Paul Krause wrote:
> >
> > > My claim is (provisionally, I don't wish to be dogmatic) that a
> > > probability is best viewed as a property of the world, and not of a
> > > person.
> >
> > Probabilities may be *derived* from properties of the world, given a
> > particular state of knowledge. But there is still a dependence on that
> > state of knowledge. To repeat what I said before:
> >
> > I challenge you to show me a probability that is an actual physical
> > property, and not just a statement of one's state of knowledge.
>
> Why isn't "the probability of a coin landing heads marginalized over all
> possible initial conditions" a property of the coin?
>
> Denver.
>

mainly because you have to give your prior probability distribution
over the set of possible initial conditions in order to perform the
marginalisation you ask for, and that prior is something that
depends upon your state of knowledge of the world.

Robert Cowell
School of Mathematics, Actuarial Science and Statistics
City University
Northampton Square
London EC1V 0HB

tel: (44)171 - 477 - 8454
fax (44)171 - 477 - 8838
www: http://www.city.ac.uk/~rgc