Concept

Likelihood

The probability of the observed evidence under a given hypothesis, read as a measure of how well that hypothesis explains it. In Bayes' theorem the ratio of two likelihoods is the factor by which the evidence multiplies the odds between the hypotheses.

Named by 6 essays across one field — each of them below, with the objects they name alongside it.

Three doors, as areas. Staying wins 33.3% of the time and switching wins 66.7%, because the host's choice is constrained by what the host can see, so opening a door rules a region out without moving any boundary.

The door that was not opened

Three doors, one prize, a host who opens a losing door and offers a swap. Switching wins two times in three, and the reason is not about doors — it is about what the host was allowed to do.

probability · Bayes
Two children, and at least one is a boy. Four equally likely families drawn as quarters of a square: the question “is at least one a boy?” rules out only the girl–girl family, and leaves three equal quarters; the chance of two boys is 33.3%.

Two children and the sentence about one of them

A family has two children and at least one is a boy. The chance that both are boys is one in three — or one in two, or anything from one in three to certainty — and every one of those answers is right for some way the sentence could have come to be said. There is no host and no door, and the protocol is still the whole problem.

probability · Bayes
One experiment, measured by runs and by awakenings. Two unit squares for the same coin and the same schedule: the same experiment weighed two ways: by runs, heads keeps half the square; by awakenings, heads is one of 3 equal slices.

One coin, counted by runs and by wakings

Beauty is put to sleep and a fair coin is tossed. Heads, she is woken once; tails, twice, with the first waking erased from her memory. Each time she wakes she is asked how likely heads is. One half, say some; one third, say others; and unlike every earlier puzzle of this kind, stating the protocol exactly does not end the argument.

probability · Bayes
A fixed p-value favours the null more as the sample grows. Even odds at p=0.05 near n=76, at p=0.01 near n=1202, at p=0.001 near n=83176; p=0.05 at n=10⁶ gives 116.9 to one for the fair coin; PEAR data z=3.614, p=0.00030, BF₀₁=11.90.

A result at five per cent that favours the null

Toss a coin a million times and find a count of heads exactly at the edge of significance, p = 0.05. A test at the usual level rejects fairness. A Bayes factor comparing a fair coin with a coin of unknown bias says the opposite, by 117 to one. Both computations are right, and the sample size that separates them is about seventy-six tosses.

probability · Bayes
Watching a fair coin until it looks unfair. Fair coins, 2000 runs to 100000: share reaching p<0.05 by 10³ 0.468, by 10⁵ 0.697; share reaching BF₁₀≥20 by 10³ 0.0280, by 10⁵ 0.0340.

Peeking until the answer is yes

Toss a fair coin, test for bias after every toss, and stop the moment the result is significant at 5%. Within a thousand tosses nearly half of fair coins have been declared biased, and with no limit on the tosses every one of them is. Watch a Bayes factor the same way, stopping at twenty to one, and no amount of watching gets more than one fair coin in twenty past the line.

probability · Bayes
Twelve studies of one coin, three ways of adding them up. theta=0.6, 12 studies of 40: heads 26,21,25,25,25,22,25,20,23,34,22,27; log10 learned product 0.06,-0.33,0.10,0.56,1.05,1.00,1.49,1.13,1.30,3.42,3.35,4.27; fresh 0.06,-0.63,-0.80,-0.98,-1.16,-1.78,-1.96,-2.67,-3.19,0.66,0.03,0.38; Fisher p 8.07e-2,2.58e-1,1.71e-1,1.19e-1,8.54e-2,1.34e-1,9.71e-2,1.72e-1,1.96e-1,7.44e-4,1.40e-3,4.71e-4; cross at 7 (learned e) and 10 (p).

Evidence that can be multiplied

A p-value from one study and a p-value from the next cannot simply be multiplied, and a researcher who decides whether to run the next study by looking at the last one quietly breaks the rule that combines them. An e-value — a number whose average under the null is at most one — can be multiplied, study after study, under any rule for continuing, and never passes twenty to one more than one time in twenty. What it costs is tosses, and what it demands is a decision about which alternatives to be good at finding.

probability · Bayes

Named alongside it

The objects these essays reach for when they reach for this one.

Bayes' theoremAreaBayes factorConditional probabilityCounting argumentP valueSample spaceCentral limit theoremIndependenceLaw of large numbersMartingaleStopping time

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