Comparative Testing of Experts
证明一种简单的“声誉式”检验总能识别两位专家中谁更了解真实分布，无需事先知道真实分布，能在固定有限时间内达到任意精度，且不使用反事实预测。
We show that a simple "reputation-style" test can always identify which of two experts is informed about the true distribution. The test presumes no prior knowledge of the true distribution, achieves any desired degree of precision in some fixed finite time, and does not use "counterfactual" predictions. Our analysis capitalizes on a result of Fudenberg and Levine (1992) on the rate of convergence of supermartingales. Copyright Copyright 2008 by The Econometric Society.