Use of the likelihood for measuring the skill of probabilistic forecasts
Atmospheric and Oceanic Physics
2007-05-23 v2
Abstract
We define the likelihood and give a number of justifications for its use as a skill measure for probabilistic forecasts. We describe a number of different scores based on the likelihood, and briefly investigate the relationships between the likelihood, the mean square error and the ignorance.
Cite
@article{arxiv.physics/0308046,
title = {Use of the likelihood for measuring the skill of probabilistic forecasts},
author = {Stephen Jewson},
journal= {arXiv preprint arXiv:physics/0308046},
year = {2007}
}
Comments
Version 1 (3rd August 2003) contained some incorrect statements about the relationship between the likelihood and the Brier score. These have now been removed