Abstract

Consider a weather forecaster predicting a probability of rain for the next day. We consider tests that given a finite sequence of forecast predictions and outcomes will either pass or fail the forecaster. Sandroni shows that any test which passes a forecaster who knows the distribution of nature can also be probabilistically passed by a forecaster with no knowledge of future events.We look at the computational complexity of such forecasters and exhibit a linear-time test and distribution of nature such that any forecaster without knowledge of the future that can fool the test must be able to solve computationally difficult problems. Thus, unlike Sandroni, a computationally efficient forecaster cannot always fool this test independent of nature.

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