On Testing the Validity of Sequential Probability Forecasts

DOI10.2307/2290731zbMath0771.62058OpenAlexW4252960530MaRDI QIDQ4694205

Françoise Seillier-Moiseiwitsch, A. Philip Dawid

Publication date: 17 August 1993

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2290731

zbMATH Keywords

normal distributioncalibrationchi-square distributionscoring rulesmartingale central limit theoremscommon joint distributionsequence of outcomessequence of probability forecasts

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sequential statistical analysis (62L10)

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