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Principle of indifference

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25: 330: 98: 1488: 512:. As with coins, it is assumed that the initial conditions of throwing the dice are not known with enough precision to predict the outcome according to the laws of mechanics. Dice are typically thrown so as to bounce on a table or other surface(s). This interaction makes prediction of the outcome much more difficult. 515:
The assumption of symmetry is crucial here. Suppose that we are asked to bet for or against the outcome "6". We might reason that there are two relevant outcomes here "6" or "not 6", and that these are mutually exclusive and exhaustive. A common fallacy is assigning the probability 1/2 to each of the
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This example, more than the others, shows the difficulty of actually applying the principle of indifference in real situations. What we really mean by the phrase "arbitrarily ordered" is simply that we don't have any information that would lead us to favor a particular card. In actual practice, this
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These earlier writers, Laplace in particular, naively generalized the principle of indifference to the case of continuous parameters, giving the so-called "uniform prior probability distribution", a function that is constant over all real numbers. He used this function to express a complete lack of
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rather than indifferent between propositions. This still reduces to the ordinary principle of indifference when one considers a permutation of the labels as generating equivalent problems (i.e. using the permutation transformation group). To apply this to the above box example, we have three random
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It is implicit in this analysis that the forces acting on the coin are not known with any precision. If the momentum imparted to the coin as it is launched were known with sufficient accuracy, the flight of the coin could be predicted according to the laws of mechanics. Thus the uncertainty in the
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the cards; this does not destroy the information we have, but instead (hopefully) renders our information practically unusable, although it is still usable in principle. In fact, some expert blackjack players can track aces through the deck; for them, the condition for applying the principle of
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The theory of chance consists in reducing all the events of the same kind to a certain number of cases equally possible, that is to say, to such as we may be equally undecided about in regard to their existence, and in determining the number of cases favorable to the event whose probability is
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Thus we have achieved invariance with respect to volume and length. One can also show the same invariance with respect to surface area being less than 6(4) = 96. However, note that this probability assignment is not necessarily a "correct" one. For the exact distribution of lengths, volume, or
1215: 1586:, and others) objected to the use of the uniform prior for two reasons. The first reason is that the constant function is not normalizable, and thus is not a proper probability distribution. The second reason is its inapplicability to continuous variables, as described above. 1085: 435:
It is impossible for a Die, with such determin'd force and direction, not to fall on such determin'd side, only I don't know the force and direction which makes it fall on such determin'd side, and therefore I call it Chance, which is nothing but the want of
469:. Assuming that the coin must land on one side or the other, the outcomes of a coin toss are mutually exclusive, exhaustive, and interchangeable. According to the principle of indifference, we assign each of the possible outcomes a probability of 1/2. 1554:
sought. The ratio of this number to that of all the cases possible is the measure of this probability, which is thus simply a fraction whose numerator is the number of favorable cases and whose denominator is the number of all the cases possible.
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A standard deck contains 52 cards, each given a unique label in an arbitrary fashion, i.e. arbitrarily ordered. We draw a card from the deck; applying the principle of indifference, we assign each of the possible outcomes a probability of 1/52.
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The information on the label allows us to calculate that the surface area of the cube is between 54 and 150 cm. We don't know the actual surface area, but we might assume that all values are equally likely and simply pick the mid-value of
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for any one of the variables implies a non-uniform distribution for the other two. In general, the principle of indifference does not indicate which variable (e.g. in this case, length, surface area, or volume) is to have a uniform epistemic
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The information on the label allows us to calculate that the volume of the cube is between 27 and 125 cm. We don't know the actual volume, but we might assume that all values are equally likely and simply pick the mid-value of
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knowledge as to the value of a parameter. According to Stigler (page 135), Laplace's assumption of uniform prior probabilities was not a meta-physical assumption. It was an implicit assumption made for the ease of analysis.
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Given enough time and resources, there is no fundamental reason to suppose that suitably precise measurements could not be made, which would enable the prediction of the outcome of coins, dice, and cards with high accuracy:
1483:{\displaystyle Pr(V<64)=\int _{27}^{64}{dV \over 3V\log({5 \over 3})}={\log({64 \over 27}) \over 3\log({5 \over 3})}={3\log({4 \over 3}) \over 3\log({5 \over 3})}={\log({4 \over 3}) \over \log({5 \over 3})}\approx 0.56} 923: 594:
variables related by geometric equations. If we have no reason to favour one trio of values over another, then our prior probabilities must be related by the rule for changing variables in continuous distributions. Let
385:. The principle of indifference states that in the absence of any relevant evidence, agents should distribute their credence (or "degrees of belief") equally among all the possible outcomes under consideration. 508:. We assume that the die will land with one face or another upward, and there are no other possible outcomes. Applying the principle of indifference, we assign each of the possible outcomes a probability of 1/ 1615:
The principle of indifference can be given a deeper logical justification by noting that equivalent states of knowledge should be assigned equivalent epistemic probabilities. This argument was propounded by
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Applying the principle of indifference incorrectly can easily lead to nonsensical results, especially in the case of multivariate, continuous variables. A typical case of misuse is the following example:
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In this example, mutually contradictory estimates of the length, surface area, and volume of the cube arise because we have assumed three mutually contradictory distributions for these parameters: a
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outcome of a coin toss is derived (for the most part) from the uncertainty with respect to initial conditions. This point is discussed at greater length in the article on
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system, at least, it must be assumed that the physical laws that govern the system are not known well enough to predict the outcome. As observed some centuries ago by
1661:: a formula for estimating underlying probabilities when there are few observations, or for events that have not been observed to occur at all in (finite) sample data 608: 589:, which can yield an epistemic probability distribution for this problem. This generalises the principle of indifference, by saying that one is indifferent between 1537:' principle of "multiple explanations" (pleonachos tropos), according to which "if more than one theory is consistent with the data, keep them all”. The epicurean 529:
is rarely the case: a new deck of cards is certainly not in arbitrary order, and neither is a deck immediately after a hand of cards. In practice, we therefore
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However, we have now reached the impossible conclusion that the cube has a side length of 4 cm, a surface area of 102 cm, and a volume of 76 cm!
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We don't know the actual side length, but we might assume that all values are equally likely and simply pick the mid-value of 4 cm.
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developed this point with an analogy of the multiple causes of death of a corpse. The original writers on probability, primarily
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For the volume, this should be equal to the probability that the volume is less than 4 = 64. The pdf of the volume is
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Suppose there is a cube hidden in a box. A label on the box says the cube has a side length between 3 and 5 cm.
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To put this "to the test", we ask for the probability that the length is less than 4. This has probability of:
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The "principle of insufficient reason" was renamed the "principle of indifference" by
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The textbook examples for the application of the principle of indifference are
1757: 918:{\displaystyle K^{-1}=\int _{3}^{5}{dL \over L}=\log \left({5 \over 3}\right)} 2137: 1934:
Jaynes, Edwin Thompson (2003). "Ignorance Priors and Transformation Groups".
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The History of Statistics: The Measurement of Uncertainty Before 1900
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In probability theory, a rule for assigning epistemic probabilities
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shows a dilemma with linked variables, and which one to choose.
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Howson, Colin; Urbach, Peter (1989). "Subjective Probability".
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surface area will depend on how the "experiment" is conducted.
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two outcomes, when "not 6" is five times more likely than "6."
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parameterization the probability density will be uniform.
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Diaconis, Persi; Keller, Joseph B. (1989). "Fair Dice".
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is a normalization constant, determined by the range of
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Another classic example of this kind of misuse is the
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La Salle: Open Court. pp. 39–76. 461:coin has two sides, arbitrarily labeled 234:Integrated nested Laplace approximations 32:This article includes a list of general 1847: 2136: 1933: 1901: 1594: 1965: 1743: 1600:Attempts to put the notion on firmer 496:faces, arbitrarily labeled from 1 to 18: 1991: 1566:was its first name, given to it by 538:Application to continuous variables 13: 1622:principle of transformation groups 649: 641: 587:principle of transformation groups 38:it lacks sufficient corresponding 14: 2160: 1708:The American Mathematical Monthly 1514:justifies the use of canonically 602:be the volume. Then we must have 1564:principle of insufficient reason 817:{\displaystyle f(L)={K \over L}} 379:principle of insufficient reason 328: 244:Approximate Bayesian computation 96: 23: 1752:. De Gruyter. pp. 83–102. 1744:Verde, Francesco (2020-07-06). 1679:Eva, Benjamin (30 April 2019). 534:indifference is not satisfied. 270:Maximum a posteriori estimation 1927: 1895: 1870: 1841: 1782: 1750:Lucretius Poet and Philosopher 1737: 1699: 1672: 1635:More generally, one speaks of 1576:principle of sufficient reason 1498:The fundamental hypothesis of 1468: 1455: 1444: 1431: 1413: 1400: 1386: 1373: 1352: 1339: 1325: 1312: 1294: 1281: 1237: 1225: 1189: 1176: 1122: 1104: 1065: 1052: 1041: 1028: 1010: 997: 956: 944: 798: 792: 720: 707: 678: 672: 628: 622: 500:. An ordinary cubical die has 1: 1665: 780:probability density functions 771:{\displaystyle f_{L},\,f_{V}} 1848:Stigler, Stephen M. (1986). 1681:"Principles of Indifference" 1630:principle of maximum entropy 177:Principle of maximum entropy 7: 2007:Expected utility hypothesis 1642: 399: 147:Bernstein–von Mises theorem 10: 2165: 2123:Evidential decision theory 1942:Cambridge University Press 1608:and progressed from it to 1533:This principle stems from 1528: 381:) is a rule for assigning 2058:Principle of indifference 2020: 1999: 1911:A Treatise on Probability 1758:10.1515/9783110673487-006 832:, in this case equal to: 375:principle of indifference 172:Principle of indifference 1685:philsci-archive.pitt.edu 1570:, possibly as a play on 572:probability distribution 519: 452: 224:Markov chain Monte Carlo 2118:Emotional choice theory 1591:John Maynard Keynes 1578:. These later writers ( 480: 392:, this is the simplest 383:epistemic probabilities 229:Laplace's approximation 216:Posterior approximation 53:more precise citations. 2149:Statistical principles 2113:Causal decision theory 2078:St. Petersburg paradox 2028:Decision-matrix method 1484: 1199: 1081: 919: 818: 772: 727: 335:Mathematics portal 278:Evidence approximation 2093:Bayesian epistemology 1649:Bayesian epistemology 1618:Edwin Thompson Jaynes 1485: 1200: 1082: 920: 819: 773: 728: 429:Of the Laws of Chance 394:non-informative prior 239:Variational inference 2108:Social choice theory 2012:Intertemporal choice 1944:. pp. 327–347. 1903:Keynes, John Maynard 1637:uninformative priors 1547:Pierre Simon Laplace 1216: 1098: 935: 839: 786: 741: 609: 567:uniform distribution 390:Bayesian probability 317:Posterior predictive 286:Evidence lower bound 167:Likelihood principle 137:Bayesian probability 2043:Strategic dominance 1817:2011Entrp..13.1076R 1516:conjugate variables 1512:Liouville's theorem 1500:statistical physics 1257: 976: 872: 598:be the length, and 591:equivalent problems 427:(in the preface of 90:Bayesian statistics 84:Part of a series on 2144:Probability theory 2088:Probability theory 1659:Rule of succession 1654:Clinical equipoise 1568:Johannes von Kries 1523:wine/water paradox 1480: 1243: 1195: 1077: 962: 915: 858: 814: 768: 723: 260:Bayesian estimator 208:Hierarchical model 132:Bayesian inference 2131: 2130: 1826:10.3390/e13061076 1767:978-3-11-067348-7 1472: 1466: 1442: 1417: 1411: 1384: 1356: 1350: 1323: 1298: 1292: 1193: 1187: 1151: 1133: 1119: 1069: 1063: 1039: 1014: 1008: 909: 886: 812: 656: 371: 370: 265:Credible interval 198:Linear regression 79: 78: 71: 2156: 2073:Ellsberg paradox 2038:Expected utility 1986: 1979: 1972: 1963: 1962: 1956: 1955: 1931: 1925: 1924: 1899: 1893: 1892: 1874: 1868: 1867: 1855: 1845: 1839: 1838: 1828: 1810: 1801:(6): 1076–1136. 1786: 1780: 1779: 1741: 1735: 1731: 1703: 1697: 1696: 1694: 1692: 1676: 1489: 1487: 1486: 1481: 1473: 1471: 1467: 1459: 1447: 1443: 1435: 1423: 1418: 1416: 1412: 1404: 1389: 1385: 1377: 1362: 1357: 1355: 1351: 1343: 1328: 1324: 1316: 1304: 1299: 1297: 1293: 1285: 1267: 1259: 1256: 1251: 1204: 1202: 1201: 1196: 1194: 1192: 1188: 1180: 1159: 1154: 1153: 1152: 1144: 1134: 1126: 1121: 1120: 1112: 1086: 1084: 1083: 1078: 1070: 1068: 1064: 1056: 1044: 1040: 1032: 1020: 1015: 1013: 1009: 1001: 986: 978: 975: 970: 924: 922: 921: 916: 914: 910: 902: 887: 882: 874: 871: 866: 854: 853: 823: 821: 820: 815: 813: 805: 777: 775: 774: 769: 767: 766: 753: 752: 732: 730: 729: 724: 719: 718: 706: 705: 696: 695: 671: 670: 661: 657: 655: 647: 639: 621: 620: 579:Bertrand paradox 363: 356: 349: 333: 332: 299:Model evaluation 100: 81: 80: 74: 67: 63: 60: 54: 49:this article by 40:inline citations 27: 26: 19: 2164: 2163: 2159: 2158: 2157: 2155: 2154: 2153: 2134: 2133: 2132: 2127: 2033:Decision matrix 2016: 1995: 1993:Decision theory 1990: 1960: 1959: 1952: 1932: 1928: 1921: 1900: 1896: 1889: 1875: 1871: 1864: 1846: 1842: 1787: 1783: 1768: 1742: 1738: 1720:10.2307/2324089 1704: 1700: 1690: 1688: 1677: 1673: 1668: 1645: 1610:equiprobability 1606:equipossibility 1543:Jacob Bernoulli 1531: 1458: 1448: 1434: 1424: 1422: 1403: 1390: 1376: 1363: 1361: 1342: 1329: 1315: 1305: 1303: 1284: 1268: 1260: 1258: 1252: 1247: 1217: 1214: 1213: 1179: 1163: 1158: 1143: 1139: 1135: 1125: 1111: 1107: 1099: 1096: 1095: 1055: 1045: 1031: 1021: 1019: 1000: 987: 979: 977: 971: 966: 936: 933: 932: 901: 897: 875: 873: 867: 862: 846: 842: 840: 837: 836: 804: 787: 784: 783: 762: 758: 748: 744: 742: 739: 738: 714: 710: 701: 697: 691: 687: 666: 662: 648: 640: 638: 634: 616: 612: 610: 607: 606: 585:introduced the 583:Edwin T. 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Index

references
inline citations
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introducing
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Bayesian statistics

Posterior
Likelihood
Prior
Evidence
Bayesian inference
Bayesian probability
Bayes' theorem
Bernstein–von Mises theorem
Coherence
Cox's theorem
Cromwell's rule
Likelihood principle
Principle of indifference
Principle of maximum entropy
Conjugate prior
Linear regression
Empirical Bayes
Hierarchical model
Markov chain Monte Carlo
Laplace's approximation
Integrated nested Laplace approximations
Variational inference
Approximate Bayesian computation

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