Convolution of Scale Invariant Continuous Ranked Probability Scores for Testing Experts' Statistical Accuracy

Autor:	Nane, Tina, Cooke, Roger
Rok vydání:	2023
Předmět:	Statistics - Methodology
Druh dokumentu:	Working Paper
Popis:	Computable solutions for expectations of Continuous Ranked Probability Scores are presented. After deriving a scale invariant version of these scores, a closed form for the convolutions of scores is presented. This closed form enables the testing experts' statistical accuracy. Results are compared with tests using a familiar Chi-square goodness of fit test using a recent data set of 6,761 expert probabilistic forecasts for which true values are known.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2304.07894 Zobrazit plný text záznamu View this record from Arxiv