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We provide a formal write-up of the simple proof (1995) of the existence of calibrated forecasts by the minimax theorem, which moreover shows that \(N^{3} \) periods suffice to guarantee a calibration error of at most 1/N.

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Calibrated Forecasts: The Minimax Proof

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  • 发表日期：

    2025年

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  • Sergiu Hart

摘要

We provide a formal write-up of the simple proof (1995) of the existence of calibrated forecasts by the minimax theorem, which moreover shows that \(N^{3} \) periods suffice to guarantee a calibration error of at most 1/N.