Proper Local Scoring Rules on Discrete Sample Spaces by A. Philip Dawid, Steffen Lauritzen

Abstract

A scoring rule is a loss function measuring the quality of a quoted probability distribution Q for a random variable X, in the light of the realized outcome x of X; it is proper if the expected score, under any distribution P for X, is minimized by quoting Q= P . Using the fact that any differentiable proper scoring rule on a finite sample space X is the… (More)

Topics

  • Presentations referencing similar topics