On Comparison Of Experts

نویسندگان

  • Itay Kavaler
  • Rann Smorodinsky
چکیده

A policy maker faces a sequence of unknown outcomes. At each stage two (self-proclaimed) experts provide probabilistic forecasts on the outcome in the next stage. A comparison test is a protocol for the policy maker to (eventually) decide which of the two experts is better informed. The protocol takes as input the sequence of pairs of forecasts and actual realizations and (weakly) ranks the two experts. We propose two natural properties that such a comparison test must adhere to and show that these essentially uniquely determine the comparison test. This test is a function of the derivative of the induced pair of measures at the realization.

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عنوان ژورنال:
  • CoRR

دوره abs/1710.09461  شماره 

صفحات  -

تاریخ انتشار 2017