Abstract
A scoring rule is a measure of the goodness of a probability distribution for an uncertain quantity after the uncertainty has been resolved. If a subject assigns a distribution G to an uncertain quantity X and subsequently x is the revealed value of X then we can write the score as S(x; G). Scoring rules have traditionally been defined only for situations where the distribution G is described by the probabilities for a set of mutually exclusive and totally exhaustive events.
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Ā© 1977 D. Reidel Publishing Company, Dordrecht-Holland
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Staƫl von Holstein, CA.S. (1977). The Continuous Ranked Probability Score in Practice. In: Jungermann, H., De Zeeuw, G. (eds) Decision Making and Change in Human Affairs. Theory and Decision Library, vol 16. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-1276-8_18
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DOI: https://doi.org/10.1007/978-94-010-1276-8_18
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