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Calibrated Forecasts: The Minimax Proof
Calibrated Forecasts: The Minimax Proof
Sergiu Hart
Abstract
We provide a formal write-up of the simple proof (1995) of the
existence of calibrated forecasts by the minimax theorem, which moreover
shows
that N3 periods suffice to guarantee a calibration error of
at most 1/N.
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First version: August 2018
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The Hebrew University of Jerusalem, Center for Rationality DP-744,
November 2021
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arXiv:2209.05863, 2022
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Revised: January 2023
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Matching, Dynamics and Games for the Allocation of Resources,
Essays in Celebration of David Gale's 100th Birthday,
M. Ali Khan, Nobusumi Sagara and Alexander J. Zaslavski
(editors),
Monographs in Mathematical Economics 7,
Springer (2025), 153-159. Springer flyer and discount
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© Sergiu Hart