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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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