A Family of Strictly Proper Scoring Rules Which Are Sensitive to Distance
- 1 June 1970
- journal article
- Published by American Meteorological Society in Journal of Applied Meteorology
- Vol. 9 (3) , 360-364
- https://doi.org/10.1175/1520-0450(1970)009<0360:afosps>2.0.co;2
Abstract
An assessment which is “further away” from the “true” event than another assessment should receive a lower score. A definition of distance (from the true event) is considered as well as the sensitivity of scoring rules to distance. A family of scoring rules for n × n cost-loss ratio decision situations with incomplete knowledge is defined and is shown to be strictly proper. These scoring rules are modified to give a family of strictly proper scoring rules which are also sensitive to distance.Keywords
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