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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.
Journal cover image

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