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Judging the probability that the next point in an observed time-series will be below, or above, a given value

✍ Scribed by Fergus Bolger; Nigel Harvey


Publisher
John Wiley and Sons
Year
1995
Tongue
English
Weight
824 KB
Volume
14
Category
Article
ISSN
0277-6693

No coin nor oath required. For personal study only.

✦ Synopsis


We presented people with trended and untrended time series and asked them to estimate the probability that the next point would be below each of seven different reference values. The true probabilities that the point would be below these values were 0.01, 0.10, 0.25, 0.50, 0.75, 0.90 and 0.99. People overestimated probabilities of less than 0.50 and underestimated those of more than 0.50. Consequently, their subjective probability distributions were flatter than they should have been: people appeared to be underconfident in their estimates of where the next point would lie. This bias was greater for the trended series. It was also greater in a second experiment in which people estimated the probability that the next item would be above the reference values. We discuss reasons for these effects and consider their implications for decision making.