Re: Probability in an infinite sample space



On Tue, 21 Mar 2006 00:14:00 +1100, Peter Webb wrote:

"Dave Seaman" <dseaman@xxxxxxxxxxxx> wrote in message
news:dvl745$l1c$1@xxxxxxxxxxxxxxxxxxxxxxxxxxxxx
On 19 Mar 2006 19:04:41 -0800, mikeh106@xxxxxxxxxxx wrote:
If you choose a natural number at random, that it will be a multiple of
3 is there a 1/3, 1/2, or undefined chance?

That's a meaningless question, because you have not identified a
probability distribution.

It is often assumed that if no distribution is specified, then a uniform
distribution is intended. That can't be the case here, because there is
no such thing as a uniform probability distribution on a countably
infinite sample space.

Does it mean something to select "at random" from an infinite number of
objects?

Certainly, provided a probability distribution is specified. For
example, there is a uniform distribution on the unit interval [0,1],
which is an uncountably infinite space. You can also have a probability
distribution on a countably infinite space, but it can't be uniform. For
example, the probability might be P(n) = 2^(-n) for n = 1, 2, 3, ....


--
Dave Seaman
U.S. Court of Appeals to review three issues
concerning case of Mumia Abu-Jamal.
<http://www.mumia2000.org/>

You and another poster strengthened "uniform distribution over N" to
"uniform distribution over countably infinite", so I realise that my
following remarks are almost certainly wrong.

Consider the set of reals [0,1] that has a terminating decimal
representation. Consider the same probability distribution over this as for
all Reals [0,1] uniformly. Isn't this a uniform distribution over a
countably infinite set?

It isn't a probability distribution. The total weight is 0, not 1.

Probability distributions are required to be countably additive, but they are
not *uncountably* additive.



--
Dave Seaman
U.S. Court of Appeals to review three issues
concerning case of Mumia Abu-Jamal.
<http://www.mumia2000.org/>
.



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