Forecasting with imprecise probabilities (Q2375325)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting with imprecise probabilities |
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Forecasting with imprecise probabilities (English)
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13 June 2013
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Some fundamental properties of score-ruled based imprecise probability (IP) theory are reported here. An approach to the IP version of second coherence is described. The second coherence is defined as in [\textit{B. de Finetti}, Philosophical lectures on probability. Synthese Library 340. Dordrecht: Springer (2008; Zbl 1236.00017)]. An impossibility result is shown for a real-valued proper IP scoring rule. A strictly proper lexicographic IP version of the Brier score is given.
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Brier score
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coherence
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dominance
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admissibility
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gamma maximin
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proper scoring rules
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