摘要翻译：
在各种情况下，决策者面对的专家可能会提供相互矛盾的建议。这种建议可以是对未来关键事件的概率预测的形式。我们考虑了两个预测者反复提供建议的情况，并询问决策者是否可以根据过去的表现对两个预测者进行比较和排名。我们采用公理的方法，提出了比较检验应遵守的三个自然公理。我们提出了一个符合我们公理的测试。也许，毫不奇怪，这个检验与两种预测在已实现的事件序列上的可能性比密切相关。更令人惊讶的是，这个测试本质上是独一无二的。此外，利用上鞅收敛速度的结果，我们证明了当两个专家的意见完全不同时，所提出的检验将在某一固定的有限时间内以任何期望的精度检测出知情的专家。
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英文标题：
《A Cardinal Comparison of Experts》
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作者：
Itay Kavaler, Rann Smorodinsky
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最新提交年份：
2020
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分类信息：

一级分类：Economics        经济学
二级分类：Theoretical Economics        理论经济学
分类描述：Includes theoretical contributions to Contract Theory, Decision Theory, Game Theory, General Equilibrium, Growth, Learning and Evolution, Macroeconomics, Market and Mechanism Design, and Social Choice.
包括对契约理论、决策理论、博弈论、一般均衡、增长、学习与进化、宏观经济学、市场与机制设计、社会选择的理论贡献。
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英文摘要：
  In various situations, decision makers face experts that may provide conflicting advice. This advice may be in the form of probabilistic forecasts over critical future events. We consider a setting where the two forecasters provide their advice repeatedly and ask whether the decision maker can learn to compare and rank the two forecasters based on past performance. We take an axiomatic approach and propose three natural axioms that a comparison test should comply with. We propose a test that complies with our axioms. Perhaps, not surprisingly, this test is closely related to the likelihood ratio of the two forecasts over the realized sequence of events. More surprisingly, this test is essentially unique. Furthermore, using results on the rate of convergence of supermartingales, we show that whenever the two experts\textquoteright{} advice are sufficiently distinct, the proposed test will detect the informed expert in any desired degree of precision in some fixed finite time.
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PDF链接：
https://arxiv.org/pdf/1908.10649