Jeffreys's law for general games of prediction: in search of a theory

Details Jeffreys's law for general games of prediction: in search of a theory Jeffreys's law for general games of prediction: in search of a theory

2009-12-22

arxiv.org/abs/0912.4365v1

Mathematics

Statistics Theory

12 pages

Scientific paper

We are interested in the following version of Jeffreys's law: if two
predictors are predicting the same sequence of events and either is doing a
satisfactory job, they will make similar predictions in the long run. We give a
classification of instances of Jeffreys's law, illustrated with examples.

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