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Old 11-27-2007, 02:28 PM
pzhon pzhon is offline
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Join Date: Mar 2004
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Default Re: Determining the probability that you\'re a winning player

If you want to perform that type of Bayesian update, you want to use the density function of the normal distribution. Express the results as x standard deviations above the mean. The density is roughly

constant * e^-(x^2)/2.

The constant, 1/sqrt(2 Pi), doesn't matter for this type of calculation.

For example, the density at 2 standard deviations away from the observed result is e^-2 times the density at 0 standard deviations away from the observed results, so the observations would favor the latter by a factor of e^2 ~ 7.
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