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- Title
Proper Scores for Probability Forecasts Can Never Be Equitable.
- Authors
Jolliffe, Ian T.; Stephenson, David B.
- Abstract
Verification is an important part of any forecasting system. It is usually achieved by computing the value of some measure or score that indicates how good the forecasts are. Many possible verification measures have been proposed, and to choose between them a number of desirable properties have been defined. For probability forecasts of a binary event, two of the best known of these properties are propriety and equitability. A proof that the two properties are incompatible for a wide class of verification measures is given in this paper, after briefly reviewing the two properties and some recent attempts to improve properties for the well-known Brier skill score.
- Subjects
PROBABILITY theory; WEATHER forecasting; PREDICTION models; GEOPHYSICAL prediction; MATHEMATICAL models; METEOROLOGY
- Publication
Monthly Weather Review, 2008, Vol 136, Issue 4, p1505
- ISSN
0027-0644
- Publication type
Academic Journal
- DOI
10.1175/2007MWR2194.1