MarketCromwell's rule
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Cromwell's rule

Cromwell's rule, named by statistician Dennis Lindley, states that the use of prior probabilities of 1 or 0 should be avoided, except when applied to statements that are logically true or false, such as 2 + 2 equaling 4.

Bayesian divergence (pessimistic)
An example of Bayesian divergence of opinion is based on Appendix A of Sharon Bertsch McGrayne's 2011 book. Tim and Susan disagree as to whether a stranger who has two fair coins and one unfair coin (one with heads on both sides) has tossed one of the two fair coins or the unfair one; the stranger has tossed one of his coins three times and it has come up heads each time. Tim assumes that the stranger picked the coin randomly – i.e., assumes a prior probability distribution in which each coin had a 1/3 chance of being the one picked. Applying Bayesian inference, Tim then calculates an 80% probability that the result of three consecutive heads was achieved by using the unfair coin, because each of the fair coins had a 1/8 chance of giving three straight heads, while the unfair coin had an 8/8 chance; out of 24 equally likely possibilities for what could happen, 8 out of the 10 that agree with the observations came from the unfair coin. If more flips are conducted, each further head increases the probability that the coin is the unfair one. If no tail ever appears, this probability converges to 1. But if a tail ever occurs, the probability that the coin is unfair immediately goes to 0 and stays at 0 permanently. Susan assumes the stranger chose a fair coin (so the prior probability that the tossed coin is the unfair coin is 0). Consequently, Susan calculates the probability that three (or any number of consecutive heads) were tossed with the unfair coin must be 0; if still more heads are thrown, Susan does not change her probability. Tim and Susan's probabilities do not converge as more and more heads are thrown. == Bayesian convergence (optimistic) ==
Bayesian convergence (optimistic)
An example of Bayesian convergence of opinion is in Nate Silver's 2012 book The Signal and the Noise. After stating that "Absolutely nothing useful is realized when one person who holds that there is a 0 (zero) percent probability of something argues against another person who holds that the probability is 100 percent", Silver describes a simulation with a stock market 60% likely to rise in which three investors start out with initial guesses of 10%, 50% and 90% that the stock market is in a bull market. By the end of the simulation (shown in a graph), "all of the investors conclude they are in a bull market with almost (although not exactly of course) 100 percent certainty". == See also ==
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