2009/11/16 Timothy Y. Chow <tc...@alum.mit.edu>: > The multivariate tail probability, for > example, tells you only the probability that some strange event will occur > *under the assumption that the equities are equal to the estimated > equities*. This is *not* the same as *the probability that the true > equities are different from their estimated values*.
Just for my understanding, the bayesian approach would be no different with respect to that, right ? It will give you a probability that some strange event will occur under the assumption that the estimated pdf are the ones you have on the current trial/iteration (plus the initial assumption on those pdf), right ? MaX. _______________________________________________ Bug-gnubg mailing list Bug-gnubg@gnu.org http://lists.gnu.org/mailman/listinfo/bug-gnubg
