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

A. P. Dawid, V. G. Vovk

Research output: Working paper

122 Downloads (Pure)

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 languageEnglish
Publication statusPublished - 22 Dec 2009

Keywords

  • math.ST
  • stat.TH

Cite this