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Teoriya Veroyatnostei i ee Primeneniya, 1997, Volume 42, Issue 1, Pages 144–168
DOI: https://doi.org/10.4213/tvp1717
(Mi tvp1717)
 

This article is cited in 13 scientific papers (total in 13 papers)

Well-calibrated, coherent forecasting systems

P. Bertia, E. Regazzinib, P. Rigoa

a Dipartimento di Statistica, ``G. Parenti'', Italy
b IMQ-Universita' ``L. Bocconi'', Italy
Abstract: This paper introduces a definition of predictive inference based on sequential observations in the light of de Finetti's principle of coherence. It includes characterizations of coherent predictive inferences and of strategic predictive inferences. It thoroughly analyzes the concepts of well calibrated and finitarily well calibrated forecasting systems. Apropos to this subject, some new laws of large numbers are assessed with reference to finitarily additive probability distributions. These results are then used to critically confute some objections raised against the coherence principle.
Keywords: calibration, coherence, conditional probability, conglomerability, extension, finite additivity, predictive inference, strategy.
Received: 27.04.1994
English version:
Theory of Probability and its Applications, 1998, Volume 42, Issue 1, Pages 82–102
DOI: https://doi.org/10.1137/S0040585X97975988
Bibliographic databases:
Language: English
Citation: P. Berti, E. Regazzini, P. Rigo, “Well-calibrated, coherent forecasting systems”, Teor. Veroyatnost. i Primenen., 42:1 (1997), 144–168; Theory Probab. Appl., 42:1 (1998), 82–102
Citation in format AMSBIB
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\by P.~Berti, E.~Regazzini, P.~Rigo
\paper Well-calibrated, coherent forecasting systems
\jour Teor. Veroyatnost. i Primenen.
\yr 1997
\vol 42
\issue 1
\pages 144--168
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\crossref{https://doi.org/10.4213/tvp1717}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1453335}
\zmath{https://zbmath.org/?q=an:0909.62085}
\transl
\jour Theory Probab. Appl.
\yr 1998
\vol 42
\issue 1
\pages 82--102
\crossref{https://doi.org/10.1137/S0040585X97975988}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000073918900007}
Linking options:
  • https://www.mathnet.ru/eng/tvp1717
  • https://doi.org/10.4213/tvp1717
  • https://www.mathnet.ru/eng/tvp/v42/i1/p144
  • This publication is cited in the following 13 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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