Building on the game theoretic framework for probability, we show that it is possible, using randomization, to make sequential probability forecasts that will pass any given battery of statistical tests. This result, an easy consequence of von Neumann's minimax theorem, simplifies and generalizes work by earlier researchers. Copyright 2005 Royal Statistical Society.
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Alvaro Sandroni & Wojciech Olszewski, 2008.
"Falsifiability,"
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08-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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