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“Failure of Calibration is Typical.” Statistics & Probability Letters 83 (2013) 2316–2318.
(published version) [preprint]
Abstract. Schervish (1985b) showed that every forecasting system is noncalibrated for uncountably many data sequences that it might see. This result is strengthened here: from a topological point of view, failure of calibration is typical and calibration rare. Meanwhile, Bayesian forecasters are certain that they are calibrated---this invites worries about the connection between Bayesianism and rationality.
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