Strictly Proper Scoring Rules, Prediction, and Estimation
نویسندگان
چکیده
منابع مشابه
Strictly Proper Scoring Rules, Prediction, and Estimation
Scoring rules assess the quality of probabilistic forecasts, by assigning a numerical score based on the forecast and on the event or value that materializes. A scoring rule is strictly proper if the forecaster maximizes the expected score for an observation drawn from the distribution F if she issues the probabilistic forecast F , rather than any G 6= F . In prediction problems, strictly prope...
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Accuracy arguments are the en vogue route in epistemic justifications of probabilism and further norms governing rational belief. These arguments often depend on the fact that the employed inaccuracy measure is strictly proper. I argue controversially that it is ill-advised to assume that the employed inaccuracy measures are strictly proper and that strictly proper statistical scoring rules are...
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We give necessary and sufficient conditions for a scoring rule to be proper (or strictly proper) for a quantile if utility is linear, and the distribution is unrestricted. We also give results when the set of distributions is limited, for example, to distributions that have first moments.
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Experiential learning is perhaps the most effective way to teach. One example is the scoring procedure used for exams in some decision analysis programs. Under this grading scheme, students take a multiple-choice exam, but rather than simply marking which answer they think is correct, they must assign a probability to each possible answer. The exam is then scored with a special scoring rule, un...
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Scoring rules assess the quality of probabilistic forecasts, by assigning a numerical score based on the predictive distribution and on the event or value that materializes. A scoring rule is proper if it encourages truthful reporting. It is local of order λ if the score depends on the predictive density only through its value and its derivatives of order up to λ at the observation. Previously,...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2007
ISSN: 0162-1459,1537-274X
DOI: 10.1198/016214506000001437