Scoring Rules and the Evaluation of Probability Assessors
作者:
RobertL. Winkler,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1969)
卷期:
Volume 64,
issue 327
页码: 1073-1078
ISSN:0162-1459
年代: 1969
DOI:10.1080/01621459.1969.10501037
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The personalistic theory of probability prescribes that personal probability assessments to be used in decision-making situations should correspond with the assessor's judgments. A payoff function which depends on the assessor's stated probabilities and on the event which actually occurs may be used (1) to keep the assessor honest or (2) to evaluate the assessor. It is shown that with the exception of a logarithmic payoff function, these two uses of payoff functions for assessors are not compatible. This conflict is explained in terms of the differences in the situations facing the assessor and the evaluator (the user of the probabilistic predictions).
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