There is a website (good judgement project) where you can compete with other players making probability predictions for actual events. They use something calle

There is a website (good judgement project) where you can compete with other players making probability predictions for actual events. They use something called a "brier score" to measure your predicative ability against others. You are right that you need an infinite set to know, but with a large set of predictions you can compare predicted frequencies with actual. https://en.wikipedia.org/wiki/Brier_score https://en.wikipedia.org/wiki/Brier_score