Jeffreys's law for general games of prediction: in search of a theory

A. P. Dawid; V. G. Vovk

Jeffreys's law for general games of prediction: in search of a theory

Research output: Working paper

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Abstract

We are interested in the following version of Jeffreys's law: if two predictors are predicting the same sequence of events and either is doing a satisfactory job, they will make similar predictions in the long run. We give a classification of instances of Jeffreys's law, illustrated with examples.

Original language	English
Publication status	Published - 22 Dec 2009

Keywords

math.ST
stat.TH

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