Scoring rules and the evaluation of probabilities Export

@article{citeulike:3025857, abstract = {Summary\ \ 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}, author = {Winkler, R. and Mu\~{n}oz, Javier and Cervera, Jos\'{e} and Bernardo, Jos\'{e} and Blattenberger, Gail and Kadane, Joseph and Lindley, Dennis and Murphy, Allan and Oliver, Robert and R\'{\i}os-Insua, David}, citeulike-article-id = {3025857}, citeulike-linkout-0 = {http://dx.doi.org/10.1007/BF02562681}, day = {28}, doi = {10.1007/BF02562681}, journal = {TEST}, keywords = {probability, scoring\_rules}, month = {March}, number = {1}, pages = {1--60}, posted-at = {2008-07-22 00:23:11}, priority = {4}, title = {Scoring rules and the evaluation of probabilities}, url = {http://dx.doi.org/10.1007/BF02562681}, volume = {5}, year = {1990} }

TY - JOUR ID - citeulike:3025857 L3 - citeulike-article-id:3025857 N2 - Summary  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 IS - 1 JF - TEST EP - 60 TI - Scoring rules and the evaluation of probabilities VL - 5 SP - 1 KW - probability KW - scoring_rules AU - Winkler, R AU - Muñoz, Javier AU - Cervera, José AU - Bernardo, José AU - Blattenberger, Gail AU - Kadane, Joseph AU - Lindley, Dennis AU - Murphy, Allan AU - Oliver, Robert AU - Ríos-Insua, David PY - 1990/03/28/ UR - http://dx.doi.org/10.1007/BF02562681 ER -