Date of Original Version

5-2014

Type

Article

Rights Management

© Institute of Mathematical Statistics, 2014

Abstract or Description

We investigate differences between a simple Dominance Principle applied to sums of fair prices for variables and dominance applied to sums of forecasts for variables scored by proper scoring rules. In particular, we consider differences when fair prices and forecasts correspond to finitely additive expectations and dominance is applied with infinitely many prices and/or forecasts.

DOI

10.1214/14-AOS1203

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Published In

Annals of Statistics, 42, 2, 728-756.