相关论文: Who has the best probabilities? Luck versus skill …

Probability forecasts of events are routinely used in climate predictions, in forecasting default probabilities on bank loans or in estimating the probability of a patient's positive response to treatment. Scoring rules have long been used…

In a prediction tournament, contestants "forecast" by asserting a numerical probability for each of (say) 100 future real-world events. The scoring system is designed so that (regardless of the unknown true probabilities) more accurate…

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…

Proper scoring rules have been a subject of growing interest in recent years, not only as tools for evaluation of probabilistic forecasts but also as methods for estimating probability distributions. In this article, we review the…

This note reexamines the data from a weight-judging competition described in an article by Francis Galton published in 1907. Following the correction of some errors, it is shown that this forecasting competition is an interesting precursor…

Probability forecasts are intended to account for the uncertainties inherent in forecasting. It is suggested that from an end-user's point of view probability is not necessarily sufficient to reflect uncertainties that are not simply the…

Probabilistic forecasts in the form of probability distributions over future events have become popular in several fields including meteorology, hydrology, economics, and demography. In typical applications, many alternative statistical…

This note proves a weak type of the sharpness principle as conjectured by Gneiting, Balabdaoui, and Raftery in 2007 in connection with probabilistic forecasting subject to calibration constraints. A strong version of such a principle still…

People vary in their ability to make accurate predictions about the future. Prior studies have shown that some individuals can predict the outcome of future events with consistently better accuracy. This leads to a natural question: what…

We introduce the Tournament Rank Probability Score (TRPS) as a measure to evaluate and compare pre-tournament predictions, where predictions of the full tournament results are required to be available before the tournament begins. The TRPS…

Predicting the outcome of sports events is a hard task. We quantify this difficulty with a coefficient that measures the distance between the observed final results of sports leagues and idealized perfectly balanced competitions in terms of…

Scoring rules are an important tool for evaluating the performance of probabilistic forecasting schemes. In the binary case, scoring rules (which are strictly proper) allow for a decomposition into terms related to the resolution and to the…

A scoring rule is a function of a probabilistic forecast and a corresponding outcome that is used to evaluate forecast performance. A wide range of scoring rules have been defined over time and there is some debate as to which are the most…

What does it mean to say that, for example, the probability for rain tomorrow is between 20% and 30%? The theory for the evaluation of precise probabilistic forecasts is well-developed and is grounded in the key concepts of proper scoring…

The established language for statistical testing --- significance levels, power, and p-values --- is overly complicated and deceptively conclusive. Even teachers of statistics and scientists who use statistics misinterpret the results of…

Probabilistic properties of tennis scoring systems are examined and compared with best-of-K systems. A model, where each player has his/her own probability of winning his/her service point and which remains invariant for the duration of the…

This note is my comment on Glenn Shafer's discussion paper "Testing by betting", together with two online appendices comparing p-values and betting scores.

The process of doing Science in condition of uncertainty is illustrated with a toy experiment in which the inferential and the forecasting aspects are both present. The fundamental aspects of probabilistic reasoning, also relevant in real…

Prediction is a complex notion, and different predictors (such as people, computer programs, and probabilistic theories) can pursue very different goals. In this paper I will review some popular kinds of prediction and argue that the theory…

The evaluation of probabilistic forecasts plays a central role both in the interpretation and in the use of forecast systems and their development. Probabilistic scores (scoring rules) provide statistical measures to assess the quality of…