A Note on Inferential Decisions, Errors and Path-Dependency

Fuente: arXiv
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Autore principale: Wren, Kangda K.
Natura: Preprint
Pubblicazione: 2025
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author Wren, Kangda K.
author_facet Wren, Kangda K.
contents Consider the sequential testing of binary outcomes. The a posteriori belief process and its objective conditional-probability counterpart generally differ but converge to the same result in well-defined tests. We show that unless the two processes are 'essentially identical', differing only by an a priori factor, time-homogeneous continuous decisions based on the former are path-dependent with respect to state-variables based on the latter or any other non-essentially-identical processes. Inferential error decomposes into a path-dependent and a path-independent component, whose distinct properties are relevant to error mitigation.
format Preprint
id arxiv_https___arxiv_org_abs_2507_05634
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A Note on Inferential Decisions, Errors and Path-Dependency
Wren, Kangda K.
Statistics Theory
62M, 60G25, 60G35, 93E10
Consider the sequential testing of binary outcomes. The a posteriori belief process and its objective conditional-probability counterpart generally differ but converge to the same result in well-defined tests. We show that unless the two processes are 'essentially identical', differing only by an a priori factor, time-homogeneous continuous decisions based on the former are path-dependent with respect to state-variables based on the latter or any other non-essentially-identical processes. Inferential error decomposes into a path-dependent and a path-independent component, whose distinct properties are relevant to error mitigation.
title A Note on Inferential Decisions, Errors and Path-Dependency
topic Statistics Theory
62M, 60G25, 60G35, 93E10
url https://arxiv.org/abs/2507.05634