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April 2014 Dominating countably many forecasts
M. J. Schervish, Teddy Seidenfeld, J. B. Kadane
Ann. Statist. 42(2): 728-756 (April 2014). DOI: 10.1214/14-AOS1203

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.

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M. J. Schervish. Teddy Seidenfeld. J. B. Kadane. "Dominating countably many forecasts." Ann. Statist. 42 (2) 728 - 756, April 2014. https://doi.org/10.1214/14-AOS1203

Information

Published: April 2014
First available in Project Euclid: 20 May 2014

zbMATH: 1295.62006
MathSciNet: MR3210985
Digital Object Identifier: 10.1214/14-AOS1203

Subjects:
Primary: 62A01
Secondary: 62C05

Keywords: Coherence , conglomerable probability , dominance , Finitely additive probability , proper scoring rule , sure-loss

Rights: Copyright © 2014 Institute of Mathematical Statistics

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Vol.42 • No. 2 • April 2014
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