تقرير
Convolution of Scale Invariant Continuous Ranked Probability Scores for Testing Experts' Statistical Accuracy
| العنوان: | Convolution of Scale Invariant Continuous Ranked Probability Scores for Testing Experts' Statistical Accuracy |
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| المؤلفون: | Nane, Tina, Cooke, Roger |
| سنة النشر: | 2023 |
| المجموعة: | Statistics |
| مصطلحات موضوعية: | Statistics - Methodology |
| الوصف: | 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. |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2304.07894 |
| رقم الأكسشن: | edsarx.2304.07894 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |