From f78ad7323d205ac67b26f2e02667a7c3349ccb8e Mon Sep 17 00:00:00 2001 From: Malte Kliemann Date: Mon, 25 Nov 2024 16:05:54 +0100 Subject: [PATCH] Update docs/learn/combinatorial-tokens.md Co-authored-by: Chralt --- docs/learn/combinatorial-tokens.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/learn/combinatorial-tokens.md b/docs/learn/combinatorial-tokens.md index 3c5e4d3..7ced254 100644 --- a/docs/learn/combinatorial-tokens.md +++ b/docs/learn/combinatorial-tokens.md @@ -128,7 +128,7 @@ defined by Hanson in [H03a]: > \$1 if $B$ holds and $A$ does not. [...] In general, depending on the > particular market scoring rule, such a bet might change any probability > estimate $p_i$, and thus change any event probability -> $p(C) = \sum\_{i \in C} p_i$. It seems preferable, however, for this bet to +> $p(C) = \sum_{i \in C} p_i$. It seems preferable, however, for this bet to > change as little as possible besides $p(A|B)$ (and of course > $p(\bar A|B) = 1 − p(A|B)$).