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DOMINATING COUNTABLY MANY FORECASTS

delete2014-04-01
delete8
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OA
AI
M
Mark J. Schervish *
T
Teddy Seidenfeld
J
Joseph B. Kadane
DOI：10.1214/14-AOS1203delete
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摘要

摘要

En 中文
We investigate differences between a simple Dominance Principle applied to sums of fair prices for variables and dominance applied to sums of forecasts for variables scored by proper scoring rules. In particular, we consider differences when fair prices and forecasts correspond to finitely additive expectations and dominance is applied with infinitely many prices and/or forecasts.
Keyword:
Proper scoring rule
coherence
conglomerable probability
dominance
finitely additive probability
sure-loss
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期刊

Annals of Statistics 封面图
Annals of Statistics
IF:
3.7
论文数:
2.8K
被引数:
2.9W

机构

C
Carnegie Mellon University
学者数:
1.4W
论文数: 1.4W
被引数: 2.7W
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