A new example for a proper scoring rule
Statistics Theory
2022-07-11 v2 Statistics Theory
Abstract
We give a new example for a proper scoring rule motivated by the form of Anderson--Darling distance of distribution functions and Example 5 in Brehmer and Gneiting (2020).
Cite
@article{arxiv.1912.07572,
title = {A new example for a proper scoring rule},
author = {Matyas Barczy},
journal= {arXiv preprint arXiv:1912.07572},
year = {2022}
}
Comments
8 pages