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Calibrated Forecasts: The Minimax Proof
Calibrated Forecasts: The Minimax Proof
Sergiu Hart
Abstract
A formal write-up of the 1995 simple proof of the existence of
calibrated forecasts by the minimax theorem, which moreover shows
that N3 periods suffice to guarantee a 1/N calibration error.
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First version: August 2018
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The Hebrew University of Jerusalem, Center for Rationality DP-744,
November 2021
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