Calibrated Forecasting and Merging
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چکیده
منابع مشابه
Calibrated Forecasting and Merging
Consider a finite-state stochastic process governed by an unknown objective probability distribution. Observing the system, a forecaster assigns subjective probabilities to future states. The resulting subjective forecast merges to the objective distribution if, with time, the forecasted probabilities converge to the Ž . correct but unknown probabilities. The forecast is calibrated if observed ...
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Consider a general finite-state stochastic process governed by an unknown objective probability distribution. Observing the system, a forecaster assigns subjective probabilities to future states. The resulting subjective forecast merges to the objective distribution if, with time, the forecasted probabilities converge to the correct (but unknown) probabilities. The forecast is calibrated if obs...
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ژورنال
عنوان ژورنال: Games and Economic Behavior
سال: 1999
ISSN: 0899-8256
DOI: 10.1006/game.1998.0608