Testable forecasts
研究了在预测者策略性行为下，如何设计统计检验来区分有信息和无信息的预测者，给出了可区分性的充要条件，并揭示了与经典Neyman-Pearson假设检验的联系。
Predictions about the future are commonly evaluated through statistical tests. As shown by recent literature, many known tests are subject to adverse selection problems and cannot discriminate between forecasters who are competent and forecasters who are uninformed but predict strategically. We consider a framework where forecasters' predictions must be consistent with a paradigm , a set of candidate probability laws for the stochastic process of interest. This paper presents necessary and sufficient conditions on the paradigm under which it is possible to discriminate between informed and uninformed forecasters. We show that optimal tests take the form of likelihood‐ratio tests comparing forecasters' predictions against the predictions of a hypothetical Bayesian outside observer. In addition, the paper illustrates a new connection between the problem of testing strategic forecasters and the classical Neyman–Pearson paradigm of hypothesis testing.