Dominating countably many forecasts
Statistics Theory
2014-05-27 v1 Statistics Theory
Abstract
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.
Keywords
Cite
@article{arxiv.1405.6535,
title = {Dominating countably many forecasts},
author = {M. J. Schervish and Teddy Seidenfeld and J. B. Kadane},
journal= {arXiv preprint arXiv:1405.6535},
year = {2014}
}
Comments
Published in at http://dx.doi.org/10.1214/14-AOS1203 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)