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When you apply a statistical test, the various outcomes cause Bayesian updates that correspond to adding or subtracting fixed bits of evidence. When you repeat
by Strilanc 3y ago
When you apply a statistical test, the various outcomes cause Bayesian updates that correspond to adding or subtracting fixed bits of evidence. When you repeat the test (and the repetitions are independent), the amount of bits of evidence you add or subtract remain the same. In other words, focusing on bits of evidence shows Bayesian updates behave like a biased random walk under repetition of a test and allow you to compute the properties of that walk.
For example, suppose you are trying to estimate how much rounding errors in a pseudo random number generator betray that it is not a true exact representation of the random process. One way to quantify this is to compute the expected bits of evidence revealed per call to the RNG.