The Comparison and Evaluation of Forecasters.¶
DeGroot, M. H., & Fienberg, S. E. (1983). The Comparison and Evaluation of Forecasters. Journal of the Royal Statistical Society, Series D (The Statistician), 32(1), 12-22.
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Primes¶
- Confidence Annotation
- The calibration loop is where the formal content lives and is what distinguishes a working annotation from ornamentation: over many forecasts, one bins predictions by their stated probability and checks that of all days assigned \(p = 0.3\), close to 30% actually had rain.
This sourceDefines calibration (reliability) of probability forecasts — of events assigned p, a fraction p occur — and the reliability-diagram apparatus.
- The calibration loop is where the formal content lives and is what distinguishes a working annotation from ornamentation: over many forecasts, one bins predictions by their stated probability and checks that of all days assigned \(p = 0.3\), close to 30% actually had rain.
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