Statistical calibration: A simplification of Foster's proof
Foster (1999) has given a proof of the Calibration Theorem of Foster and Vohra (1998), using the Approachability Theorem proposed by Blackwell (1956). This note presents a simplified version of Foster's argument, invoking the specialization given by Greenwald etÂ al. (2006) of Blackwell's Theorem.
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- D. Foster & R. Vohra, 2010. "Asymptotic Calibration," Levine's Working Paper Archive 468, David K. Levine.
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