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Details for article 19 of 21 found articles
| Title: |
Some aspects of probability forecasting |
| Author: |
Feuerverger, Andrey Rahman, Sheikh |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 21 (1992) nr. 6 pages 1615-1632 |
| Year: |
1992 |
| Contents: |
The problems of assessing, comparing and combining probability forecasts for a binary events sequence are considered. A Gaussian threshold model (analytically of closed form) is introduced which allows generation of different probability forecast sequences valid for the same events. Chi - squared type test statistics, and also a marginal-conditional method are proposed for the assessment problem, and an asymptotic normality result is given. A graphical method is developed for the comparison problem, based upon decomposing arbitrary proper scoring rules into certain elementary scoring functions. The special role of the logarithmic scoring rule is examined in the context of Neyman - Pearson theory. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 19 of 21 found articles
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