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

P. Dawid, A. and G. Vovk, V.

(2009)

P. Dawid, A. and G. Vovk, V. (2009) Jeffreys's law for general games of prediction: in search of a theory.

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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.

Information about this Version

This is a Submitted version
This version's date is: 22/12/2009
This item is not peer reviewed

Link to this Version

https://repository.royalholloway.ac.uk/items/59402a62-7159-f4cc-4c55-a1611893cd04/3/

Item TypeMonograph (Working Paper)
TitleJeffreys's law for general games of prediction: in search of a theory
AuthorsP. Dawid, A.
G. Vovk, V.
Uncontrolled Keywordsmath.ST, stat.TH
DepartmentsFaculty of Science\Computer Science

Identifiers

Deposited by Research Information System (atira) on 27-Jan-2013 in Royal Holloway Research Online.Last modified on 27-Jan-2013

Notes

12 pages

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