On Testing the Validity of Sequential Probability Forecasts
序贯概率预测有效性的检验
Events are observed sequentially, and at each stage a probability for the next event is assessed. We consider the relationship between the sequence of probability forecasts and the sequence of outcomes. We argue that the forecasts may be considered “empirically valid” when both these sequences are consistent with a common joint distribution for the events. To aid in assessing validity, we introduce various test statistics that measure, in a natural way, the empirical…