连贯的预测会自相矛盾吗?

Pub Date : 2021-03-01 DOI:10.1017/apr.2020.51
K. Burdzy, Soumik Pal
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引用次数: 8

摘要

摘要:我们证明了两个获得不同信息的专家(由不同的$\sigma$-域表示)对一个事件的概率给出完全不同的估计的概率的尖锐界。当一个人在一个共同的概率空间中结合来自不同专家的预测来获得一个汇总预测时,这是相关的。明确地描述了绑定的优化器。这篇论文最初的标题是“相互矛盾的预测”。
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Can Coherent Predictions be Contradictory?
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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