Good randomized sequential probability forecasting is always possible

V. Vovk, G. Shafer

Research output: Contribution to journalArticlepeer-review

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Original languageEnglish
Pages (from-to)747-763
JournalJournal of the Royal Statistical Society: Series B (Statistical Methodology)
Volume67
Issue number5
DOIs
Publication statusPublished - 2005

Keywords

  • randomization
  • probability
  • sequential probability forecasts
  • von Neumann's minimax theorem

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