NECESSARY AND SUFFICIENT CONDITIONS FOR DOMINATION RESULTS FOR PROPER SCORING RULES

DOI10.1017/S1755020323000035arXiv2103.00085OpenAlexW3135219851MaRDI QIDQ6131226FDOQ6131226

Authors: Alexander R. Pruss 

Publication date: 4 April 2024

Published in: The Review of Symbolic Logic (Search for Journal in Brave)

Abstract: Scoring rules measure the deviation between a probabilistic forecast and reality. Strictly proper scoring rules have the property that for any forecast, the mathematical expectation of the score of a forecast p by the lights of p is strictly better than the mathematical expectation of any other forecast q by the lights of p. Probabilistic forecasts need not satisfy the axioms of the probability calculus, but Predd, et al. (2009) have shown that given a finite sample space and any strictly proper additive and continuous scoring rule, the score for any forecast that does not satisfy the axioms of probability is strictly dominated by the score for some probabilistically consistent forecast. Recently, this result has been extended to non-additive continuous scoring rules. In this paper, a condition weaker than continuity is given that suffices for the result, and the condition is proved to be optimal.

Full work available at URL: https://arxiv.org/abs/2103.00085

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zbMATH Keywords

continuityprobabilitydominationscoring rulesaccuracyforecastsprobabilism

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Foundations of probability theory (60A99) Miscellaneous topics in information and communication theory (94D99)

Cites Work

• Strictly Proper Scoring Rules, Prediction, and Estimation
• Variational Analysis
• Probabilistic Coherence and Proper Scoring Rules
• Theory and applications of proper scoring rules
• On the Best Accuracy Arguments for Probabilism
• Scoring rules and the evaluation of probabilities. (With discussion)
• Accuracy-First Epistemology Without Additivity

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