Good randomized sequential probability forecasting is always possible
Good randomized sequential probability forecasting is always possible
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良好的随机顺序概率预测总是可能的
DOI：
10.1111/j.1467-9868.2005.00525.x
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发表时间：
2005
期刊：
影响因子：
--
通讯作者：
G. Shafer
中科院分区：
文献类型：
--
作者：
V. Vovk;G. Shafer
建立在概率的博弈论框架上，我们表明，使用随机化，可以做出通过任何给定的统计检验的顺序概率预测。这一结果是冯·诺依曼极大极小定理的一个简单推论，简化和推广了早期研究人员的工作。
Summary. Building on the game theoretic framework for probability, we show that it is possible, using randomization, to make sequential probability forecasts that will pass any given battery of statistical tests. This result, an easy consequence of von Neumann's minimax theorem, simplifies and generalizes work by earlier researchers.