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- W3100232795 abstract "Abstract We study capital process behavior in the fair-coin and biased-coin games in the framework of the game-theoretic probability of Shafer and Vovk [11 Shafer , G. , and Vovk , V. 2001 . Probability and Finance: It's Only a Game! Wiley , New York .[Crossref] , [Google Scholar]]. We show that if Skeptic uses a Bayesian strategy with a beta prior, the capital process is lucidly expressed in terms of the past average of Reality's moves. From this it is proved that the Skeptic's Bayesian strategy weakly forces the strong law of large numbers (SLLN) with the convergence rate of and if Reality violates SLLN then the exponential growth rate of the capital process is very accurately described in terms of the Kullback divergence between the average of Reality's moves when she violates SLLN and the average when she observes SLLN. We also investigate optimality properties associated with Bayesian strategy." @default.
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- W3100232795 date "2008-11-03" @default.
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- W3100232795 title "Capital Process and Optimality Properties of a Bayesian Skeptic in Coin-Tossing Games" @default.
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- W3100232795 doi "https://doi.org/10.1080/07362990802405646" @default.
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