Calibration-based empirical probability

DOI10.1214/AOS/1176349736MaRDI QIDQ1072208zbMATH OpenOpenAlexWikidataFDO

Authors A. Philip Dawid

Publication date 1985

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176349736

zbMATH Keywords

empirical probabilityforecastsfrequentist interpretations of probability

Mathematics Subject Classification ID

Turing machines and related notions (03D10) Axioms; other general questions in probability (60A05)

Review text

The paper gives a general theory of empirical probability relative to an informal base. Since this theory does not require that probabilities be interpreted in terms of repeated trials of the same event, it can be seen as a new generalization of traditional frequentist interpretations of probability. The main result of the investigation shows that any two sequences of forecasts which both meet a natural criterion of empirical validity must be in asymptotic agreement. Finally one can find a commentary of M. J. Schervish on the main theorems, and a short answer of the author.

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Cited in

(43)

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• A nonmanipulable test
• Universal forecasting algorithms
• Non-stochastic infinite and finite sequences
• Calibration and refinement for classification trees
• Forecasting point and continuous processes: Prequential analysis
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• Probability, causality and the empirical world: a Bayes-de Finetti-Popper-Borel synthesis
• Putnam's diagonal argument and the impossibility of a universal learning machine
• Editorial. Probability and statistics: foundations and history. Special issue in honor of Glenn Shafer
• Randomness is inherently imprecise
• Region-referenced spectral power dynamics of EEG signals: a hierarchical modeling approach
• Modeling parallel transport
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• Non-asymptotic calibration and resolution
• Merging and testing opinions
• Probability and relative frequency
• Online forecast combinations of distributions: worst case bounds
• Calibration and convexity: response to Gregory Wheeler
• Calibration, Sufficiency, and Domination Considerations for Bayesian Probability Assessors
• On Sequences with Non-learnable Subsequences
• On Calibration Error of Randomized Forecasting Algorithms
• Prequential Randomness
• Empirical definition of probability: special case of its theoretical definition
• scientific article; zbMATH DE number 3930111 (Why is no real title available?)
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• Inferential Models: A Framework for Prior-Free Posterior Probabilistic Inference
• Prequential analysis of complex data with adaptive model reselection
• Applications of combined financial strategies based on universal adaptive forecasting
• Calibration of Probability Density Function
• Probability theory for the Brier game
• Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
• Did Jean Ville Invent Martingales?
• Strictly Frequentist Imprecise Probability
• A unifying theory of distance from calibration
• Randomness and invariance
• Dynamic testing of volatility models' calibration using E-values
• Bayesian orgulity
• On universal algorithms for adaptive forecasting
• Merging of opinions in game-theoretic probability
• Bootstrap model selection for possibly dependent and heterogeneous data
• Leading strategies in competitive on-line prediction
• Prequential randomness and probability

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