{"title":"Can Coherent Predictions be Contradictory?","authors":"K. Burdzy, Soumik Pal","doi":"10.1017/apr.2020.51","DOIUrl":null,"url":null,"abstract":"Abstract We prove the sharp bound for the probability that two experts who have access to different information, represented by different $\\sigma$-fields, will give radically different estimates of the probability of an event. This is relevant when one combines predictions from various experts in a common probability space to obtain an aggregated forecast. The optimizer for the bound is explicitly described. This paper was originally titled ‘Contradictory predictions’.","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2021-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/apr.2020.51","citationCount":"8","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1017/apr.2020.51","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 8
Abstract
Abstract We prove the sharp bound for the probability that two experts who have access to different information, represented by different $\sigma$-fields, will give radically different estimates of the probability of an event. This is relevant when one combines predictions from various experts in a common probability space to obtain an aggregated forecast. The optimizer for the bound is explicitly described. This paper was originally titled ‘Contradictory predictions’.
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