Vovk, V. and Shafer, G. (2005) Good randomized sequential probability forecasting is always possible. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 67 (5).
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Building on the game theoretic framework for probability, we show that it is possible, using randomization, to make sequential probability forecasts that will pass any given battery of statistical tests. This result, an easy consequence of von Neumann's minimax theorem, simplifies and generalizes work by earlier researchers.
This is a Submitted version This version's date is: 2005 This item is not peer reviewed
https://repository.royalholloway.ac.uk/items/eaad9d05-80ee-6b98-d6f8-79b9d4f7a62b/7/
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