Eliezer wrote a post warning against unrealistically confident estimates, in which he argued that you can't be 99.99% sure that 53 is prime. Chris Hallquist replied with a post arguing that you can.

That particular case is tricky. There have been many independent calculations of the first hundred prime numbers. 53 is a small enough number that I think someone would notice if Wikipedia included it erroneously. But can you be 99.99% confident that 1159 is a prime? You found it in one particular source. Can you trust that source? It's large enough that no one would notice if it were wrong. You could try to verify it, but if I write a Perl or C++ program, I can't even be 99.9% sure that the compiler or interpreter will interpret it correctly, let alone that the program is correct.

Rather than argue over the number of nines to use for a specific case, I want to emphasize the the importance of not assigning things probability zero or one. Here's a real case where approximating 99.9999% confidence as 100% had disastrous consequences.

I developed a new gene-caller for JCVI. Genes are interpreted in units of 3 DNA nucleotides called codons. A bacterial gene starts with a start codon (usually ATG, TTG, or GTG) and ends at the first stop codon (usually TAG, TGA, or TAA). Most such sequences are not genes. A gene-caller is a computer program that takes a DNA sequence and guesses which of them are genes.

The first thing I tried was to create a second-order Markov model on codons, and train it on all of the large possible genes in the genome. (Long sequences without stop codons are unlikely to occur by chance and are probably genes.) That means that you set P = 1 and go down the sequence of each large possible gene, codon by codon, multiplying P by the probability of seeing each of the 64 possible codons in the third position given the codons in the first and second positions. Then I created a second Markov model from the entire genome. This took about one day to write, and plugging these two models into Bayes' law as shown below turned out to work better than all the other single-method gene-prediction algorithms developed over the past 30 years.

But what probability should you assign to a codon sequence that you've never seen? A bacterial genome might have 4 million base pairs, about half of which are in long possible genes and will be used for training. That means your tr...

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