Sergiu Hart / papers / Calibrated Forecasts: The Minimax Proof

Calibrated Forecasts: The Minimax Proof

Sergiu Hart



   
(Acrobat PDF files)



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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