Remote lectures by Glenn Shafer.  December 9 and 10, 2020.

• Two 90-minute lectures, divided by a discussion period and a break, will be given each day, starting at 9:00 am New York time (14:00 GMT, 15:00 CET) and concluding four hours later.
• The readings listed will deepen readers’ understanding, but students should be able to follow the lectures without reading them in advance.

December 9

• 9:00 am:  Lecture 1.  Testing predictions by betting against them.
  • Reading:  Testing by betting:  A strategy for statistical and scientific communication, with discussion and response, by Glenn Shafer.  To appear in the Journal of the Royal Statistical Society, Series A.
• 10:30 am:  Questions and discussion
• 11:00 am:  Break
• 11:30 am:  Lecture 2.  Betting protocols.
  • Reading:  Borel’s law of large numbers, Chapter 1 of Game-Theoretic Foundations for Probability and Finance, by Glenn Shafer and Vladimir Vovk, Wiley, 2019.

December 10

• 9:00 am:  Lecture 3.  Basing probability theory on betting.
  • Reading:  Bernoulli’s and De Moivre’s theorems, Chapter 2 of Game-Theoretic Foundations for Probability and Finance, by Glenn Shafer and Vladimir Vovk, Wiley, 2019.
• 10:30 am:  Questions and discussion
• 11:00 am:  Break
• 11:30 am:  Lecture 4.  Making and testing predictions with imprecise probabilities.
  • Reading:  Betting on a single outcome, Chapter 6 of Game-Theoretic Foundations for Probability and Finance, by Glenn Shafer and Vladimir Vovk, Wiley, 2019.

For additional information on this topic, see these working papers and this syllabus.

This page last revised December 13, 2020