Scoring rules and the evaluation of probabilities
Publication
, Journal Article
Winkler, RL; Muñoz, J; Cervera, JL; Bernardo, JM; Blattenberger, G; Kadane, JB; Lindley, DV; Murphy, AH; Oliver, RM; Ríos-Insua, D
Published in: Test
January 1, 1996
In Bayesian inference and decision analysis, inferences and predictions are inherently probabilistic in nature. Scoring rules, which involve the computation of a score based on probability forecasts and what actually occurs, can be used to evaluate probabilities and to provide appropriate incentives for "good" probabilities. This paper review scoring rules and some related measures for evaluating probabilities, including decompositions of scoring rules and attributes of "goodness" of probabilites, comparability of scores, and the design of scoring rules for specific inferential and decision-making problems © 1996 SEIO.
Duke Scholars
Published In
Test
DOI
EISSN
1863-8260
ISSN
1133-0686
Publication Date
January 1, 1996
Volume
5
Issue
1
Start / End Page
1 / 60
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
Winkler, R. L., Muñoz, J., Cervera, J. L., Bernardo, J. M., Blattenberger, G., Kadane, J. B., … Ríos-Insua, D. (1996). Scoring rules and the evaluation of probabilities. Test, 5(1), 1–60. https://doi.org/10.1007/BF02562681
Winkler, R. L., J. Muñoz, J. L. Cervera, J. M. Bernardo, G. Blattenberger, J. B. Kadane, D. V. Lindley, A. H. Murphy, R. M. Oliver, and D. Ríos-Insua. “Scoring rules and the evaluation of probabilities.” Test 5, no. 1 (January 1, 1996): 1–60. https://doi.org/10.1007/BF02562681.
Winkler RL, Muñoz J, Cervera JL, Bernardo JM, Blattenberger G, Kadane JB, et al. Scoring rules and the evaluation of probabilities. Test. 1996 Jan 1;5(1):1–60.
Winkler, R. L., et al. “Scoring rules and the evaluation of probabilities.” Test, vol. 5, no. 1, Jan. 1996, pp. 1–60. Scopus, doi:10.1007/BF02562681.
Winkler RL, Muñoz J, Cervera JL, Bernardo JM, Blattenberger G, Kadane JB, Lindley DV, Murphy AH, Oliver RM, Ríos-Insua D. Scoring rules and the evaluation of probabilities. Test. 1996 Jan 1;5(1):1–60.
Published In
Test
DOI
EISSN
1863-8260
ISSN
1133-0686
Publication Date
January 1, 1996
Volume
5
Issue
1
Start / End Page
1 / 60
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 0104 Statistics