The reproducible properties of correct forecasts
The reproducible properties of correct forecasts
复制标题
正确预测的可重复性
DOI：
10.1007/s001820300153
复制
发表时间：
2003
影响因子：
0.6
通讯作者：
Alvaro Sandroni
中科院分区：
文献类型：
--
作者：
Alvaro Sandroni
摘要时期，每个时期都观察到了许多可能性。让测试是森林序列的任意函数，当测试返回0时，测试是根据测试序列拒绝森林的恢复1的测试据说不拒绝基于结果序列的预测（1953）minimax定理，我表明可以生产不会在任何结果序列上拒绝的森林。
Abstract.Each period, one outcome out of finitely many possibilities is observed. Each period, a forecaster announces some probability for the future outcomes based on the available data. An outsider wants to know if the forecaster has some knowledge of the data generating process. Let a test be an arbitrary function from sequences of forecasts and outcomes to {0,1}. When the test returns a 0 the test is said to reject the forecasts based on the outcome sequence. When the test resturns a 1 the test is said to not reject the forecasts based on the outcome sequence. Consider any test that does not reject the truth, i.e. it does not reject when the announced forecasts are the conditional probabilities of the data generating process. Based on Fan’s (1953) Minimax theorem, I show that it is possible to produce forecasts that will not be rejected on any sequence of outcomes.