DOMINATING COUNTABLY MANY FORECASTS

• 成果类型: Article
• 署名作者: Schervish, M. J.; Seidenfeld, Teddy; Kadane, J. B.
• 署名单位: Carnegie Mellon University; Carnegie Mellon University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/14-AOS1203
• 发表日期: 2014
• 页码: 728-756
• 关键词: conditional probabilities; point forecasts; conglomerability; disintegrations; coherence

摘要

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.