Wednesday, October 7, 2020

Weak invariance of full conditional probabilities

In two papers (here and here), I explored two different concepts of symmetry for conditional probabilities. The concept of strong invariance says that P(gA|B)=P(A|B) for a symmetry g as long as A and gA are subsets of B. The concept of weak invariance says that P(gA|gB)=P(A|B) for a symmetry g. In some special cases, the weak concept implies the strong concept.

Anyway, here’s an interesting thing: the weak concept does not capture our symmetry intuitions. Take perhaps the simplest case, a lottery on the set of integers Z, and say that the symmetries are shifts. It turns out that there is a weakly shift-invariant full conditional probability P such that:

  1. P({m}|{m, n}) = P({n}|{m, n}) (singleton fairness)

  2. P(A|A ∪ B)=0 and P(B|A ∪ B)=1 whenever B has infinitely many positive integers and A has finitely many positive integers.

Condition (2) implies that it is more likely that the winning ticket is a power of two than that that is a negative integer. So weak shift invariance is very far from strong invariance.

(And in fact one can have strong invariance for the lottery on Z if one wants. One can even have have strong invariance under shifts and reflections if one wants.)

The proof is a modification of West's proof of a result for qualitative probabilities.

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