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Re: Still on LOP's
From: Trevor Kenchington
Date: 2002 Apr 24, 09:36 -0300
From: Trevor Kenchington
Date: 2002 Apr 24, 09:36 -0300
My last contribution to this thread before heading off on another business trip: Michael Wescott wrote: > Trevor wrote: > >>Geoffrey wrote: >> >>>My "proof", as you were kind enough to call it, has nothing to say >>>regarding the size of the 'hat. >>> > >>I did not suggest that it had. But your proof leads to the conclusion >>that there is a 0.25 probability that the true position lies within the >>cocked hat _regardless_ of the size of that 'hat. That is >>counter-intuitive. Either there is a reason why what seems intuitive is >>wrong or else there is some error in your proof that I cannot see. I was >>wondering whether you could dismiss the latter possibility by pointing >>to the reason for disregarding my argument that the number cannot always >>be 0.25. >> > > Once you have a specific 'hat and a specific true position there > is no matter of probability. The true position either lies in the > 'hat or it doesn't. It makes no sense to talk of the probability > of the true position being in the 'hat; it's either inside or > outside. Obviously. But we are considering the real situation in which you have a cocked hat and you know that there is a true position somewhere but you do not know where. In order to quantify the probabilities of that true position being in various places, we are postulating various hypothetical possibilities. But nobody has suggested that a specific true position has some probability, other than zero or one, of being inside or outside some specific 'hat. We art not dealing with quantum mechanics and the positions and velocities of electrons. (Fortunately!) > What we can talk about is the pattern or distributions of 'hats > that get generated near a true position. As shown before, 25% of > the generated 'hats will enclose the true position and 75% will > not. There are two assumptions that have to be met for this to be > true. First, the distribution of the error must be symmetric > around 0, meaning there is no inherent bias in the errors in > either direction (toward or away). Second, the errors must be > independent in each of the observations. > > If we add the addition assumption that smaller errors are more > likely than larger errors, and we generate a large number of hats > then we'll notice several things. First, 25% of the hats will > contain the true position. Second, the hats vary quite a bit in > size but larger hats enclose the true position more often than > smaller ones. And third, there are more smaller hats than larger > ones. > > More smaller hats which tend to be near but not enclosing the > true position. Larger ones are rarer but tend to surround the > true position. That should help the intuition. I'm not so sure that that argument addresses the point that I was trying to judge intuitively but it does raise a very important point that should have been evident from inspection of Geoffrey Kolbe's diagrams but which I, for one, did not notice: Given the same magnitude (but not direction) of error in the three LOPs, those cocked hats which enclose the true position are LARGER than those which do not. (I have not checked that for non-equilateral 'hats, nor for those in which the errors differ among the three LOPs. Is it true with those too?) Hence, the long-standing assumption that a smaller cocked hat indicates a "better" fix needs to be reconsidered. If it is smaller because the three LOPs were more precise than usual, that is correct -- whether the precision is due to improved measurement or just to the LOPs chancing to lie closer to their correct positions. But a small 'hat could also be a warning that your true position is unlikely to be inside it. A disturbing revelation! Turning back to my earlier point that Michael thought he had helped with: My concern was not with the size of the 'hat changing, despite constant absolute values of errors, depending on where the 'hat fell relative to the true position. I was concerned with changing sizes of the 'hat caused by different absolute values of the errors drawn from constant error distributions. I'm not about to consider the limiting cases of zero error (which I had avoided before Rodney pointed out that it should not be used) or an infinitely-small 'hat. However, there are real cases of very, very small 'hats arising by chance (NOT by geometry). The logic that most contributors to this debate seem ready to accept tells us that 25% of the complete universe of those contain the true positions that they were estimates of. I'm still having trouble accepting that while, if it has to be rejected, then it seems to me that the whole proof of the 25% will go down in flames. Michael's response to mine continued: >>>Similarly, if you only have one 'hat, then placing the MPP in the centre of >>>it is the best you can do. >>> > >>That is indeed the MPP, if the 'hat is equilateral. >> > > No. Given 3 LOPs and a 'hat, the MPP is equidistant from each side of > the hat; in the center of the inscribed circle. The mutual orientation > of the LOPs won't alter that. Steven Tripp's calculations suggest that it does. With a malformed cocked hat, taking the shape of a narrow isosceles triangle, the two near-parallel sides serve to place the MPP on one dimension but their intersection point provides little information relevant to the MPP's position on an axis perpendicular to that first dimension. Hence, the MPP lies close to the third LOP and to the bisector of the first two but not at the geometric centre of the triangle. If there are mathematical reasons to reject that conclusion, I fear that we will need to take this discussion to a higher level of complexity. > There remains one question. Is the contour around the MPP elliptical? > For that to be true, we have to be more specific about the distribution. > If it's Gaussian then the contour is elliptical. That is a point which has come up before on this thread. If there are but two LOPs, it is clear that the contour is elliptical with Gaussian distributions. Are we to understand that that is also true if there are three LOPs? More than three? I'm not asking for the mathematical proof, which I likely wouldn't understand anyway. But I would welcome somebody laying out his or her credentials as an authoritative voice and then telling me one way or another. Turning to Rodney Myrvaagnes' posting, which although addressed to Geoffrey Kolbe deals with a more general point: > Your statement is: > > 1) that in a long enough run of observations, 25% of triangles of a > given size will contain the true location. > > OR > > 2) that in a long enough run of observations, not more than 25% of > triangles of a given size will contain the true location. > > If 2 is the assertion, there must be some size of triangle that > maximizes the function P(inside) or approaches most closely to 25%. I > would be much happier with an analytic answer to this one, since I have > not seen anything yet that doesn't appear to assume a flat, rather than > normal, distribution. If I have missed something that does take care of > this, perhaps someone will send it to me off list. The claim that Geoffrey, George and others have made is clearly #1. Their proofs have led to the conclusion that 25% of cocked hats must enclose the true positions being estimated, not that a maximum (nor a minimum) of 25% of them do. The proofs that they have offered are not, however, dependent on the distribution of errors being rectangular, triangular, Gaussian, Poisson, Gouchy or anything else. All those proofs require is that there be an equal chance that the observed LOP lies on either side of the true LOP and that the side on which a particular observed LOP lies is independent of the side on which the other ones do. (We have been talking symmetrical errors but even that assumption is not strictly necessary to the proofs. The 25% would still arise if errors to the left tended to be smaller than those to the right, provided that there are an equal number to each side when summed over a very large number of observations.) Those proofs, at least as presented by Geoffrey, are fairly straightforward. I'm not comfortable with the conclusion that they lead to but I still can't see any fault in the logic. Trevor Kenchington -- Trevor J. Kenchington PhD Gadus@iStar.ca Gadus Associates, Office(902) 889-9250 R.R.#1, Musquodoboit Harbour, Fax (902) 889-9251 Nova Scotia B0J 2L0, CANADA Home (902) 889-3555 Science Serving the Fisheries http://home.istar.ca/~gadus