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Estimating reliability and resolution of probability forecasts through decomposition of the empirical score

✍ Scribed by Jochen Bröcker


Book ID
118783353
Publisher
Springer-Verlag
Year
2011
Tongue
English
Weight
431 KB
Volume
39
Category
Article
ISSN
0930-7575

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Reliability, sufficiency, and the decomp
✍ Jochen Bröcker 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 125 KB

## Abstract Scoring rules are an important tool for evaluating the performance of probabilistic forecasting schemes. A scoring rule is called strictly proper if its expectation is optimal if and only if the forecast probability represents the true distribution of the target. In the binary case, str