Gneiting2007jasa.pdf
sites.stat.washington.edu · 7,768 words · saved by 1 readers
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Strictly Proper Scoring Rules, Prediction, and Estimation Tilmann G NEITING and Adrian E. R AFTERY 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 the forecaster maximizes the expected score for an observation drawn from the distribution F if he or she issues the probabilistic forecast F, rather than G = F. It is strictly proper if the…
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