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We propose a method to test a prediction of the distribution of a stochastic process. In a non-Bayesian non-parametric setting, a predicted distribution is tested using a realization of the stochastic process. A test associates a set of realizations for each predicted distribution, on which the...
Persistent link: https://www.econbiz.de/10010272320
Persistent link: https://www.econbiz.de/10002098736
Persistent link: https://www.econbiz.de/10002469205
We suggest a test for discovering whether a potential expert is informed of the distribution of a stochastic process. In a non-Bayesian non-parametric setting, the expert is asked to make a prediction which is tested against a single realization of the stochastic process. It is shown that by...
Persistent link: https://www.econbiz.de/10014029142
We suggest a test for discovering whether a potential expert is informed of the distribution of a stochastic process. In a non-Bayesian non-parametric setting, the expert is asked to make a prediction which is tested against a single realization of the stochastic process. It is shown that by...
Persistent link: https://www.econbiz.de/10003778858
We propose a method to test a prediction of the distribution of a stochastic process. In a non-Bayesian non-parametric setting, a predicted distribution is tested using a realization of the stochastic process. A test associates a set of realizations for each predicted distribution, on which the...
Persistent link: https://www.econbiz.de/10003780879
Persistent link: https://www.econbiz.de/10003378023
We propose a method to test a prediction of the distribution of a stochastic process. In a non-Bayesian non-parametric setting, a predicted distribution is tested using a realization of the stochastic process. A test associates a set of realizations for each predicted distribution, on which the...
Persistent link: https://www.econbiz.de/10005588300
We suggest a test for discovering whether a potential expert is informed of the distribution of a stochastic process. In a non-Bayesian non-parametric setting, the expert is asked to make a prediction which is tested against a single realization of the stochastic process. It is shown that by...
Persistent link: https://www.econbiz.de/10005588709
We suggest a test for discovering whether a potential expert is informed of the distribution of a stochastic process. In a non-Bayesian non-parametric setting, the expert is asked to make a prediction which is tested against a single realization of the stochastic process. It is shown that by...
Persistent link: https://www.econbiz.de/10005553417