Verification of Forecasts Expressed in Terms of Probability.¶
Brier, G. W. (1950). Verification of Forecasts Expressed in Terms of Probability. Monthly Weather Review, 78(1), 1-3.
Cited by¶
6 citations across 6 artifacts.
Each citation links to the sentence it supports in the citing article.
Primes¶
- Calibration
- A primary function of calibration is to distinguish between bias (systematic offset that can be corrected) and noise (random fluctuation that cannot), a separation Brier (1950) made operational through his probability-score framework that decomposes verification error into systematic and stochastic components.
This sourceIntroduces the Brier score, the operational quadratic scoring rule for probability-of-binary-outcome forecasts on which later calibration decompositions are built.
- A primary function of calibration is to distinguish between bias (systematic offset that can be corrected) and noise (random fluctuation that cannot), a separation Brier (1950) made operational through his probability-score framework that decomposes verification error into systematic and stochastic components.
- Confidence Annotation
- … diagram plots stated probability against observed frequency, and a proper scoring rule — the Brier score $\frac{1}{N}\sum (p_i - o_i)^2$, where $o_i \in \{0,1\}$ is the outcome — is minimized in expectation only by honest, calibrated probabilities*, so it both measures miscalibration and incentivizes against it.
This sourceIntroduces the Brier score, a proper scoring rule minimized in expectation by honest, calibrated probabilities.
- … diagram plots stated probability against observed frequency, and a proper scoring rule — the Brier score $\frac{1}{N}\sum (p_i - o_i)^2$, where $o_i \in \{0,1\}$ is the outcome — is minimized in expectation only by honest, calibrated probabilities*, so it both measures miscalibration and incentivizes against it.
- Uncertainty
- Calibration is measurable
This sourceOriginal Brier score paper providing the operational scoring rule whose decomposition cleanly separates systematic bias (correctable through calibration) from irreducible stochastic noise.
- Calibration is measurable
Domain-specific¶
Mechanisms¶
- Confidence Scope Update Memo
- The discipline it enforces is calibration: a confidence claim should match the evidence's actual accuracy
This sourceScores probabilistic confidence by its squared deviation from observed outcomes, penalizing probabilities that are too high or too low.
- The discipline it enforces is calibration: a confidence claim should match the evidence's actual accuracy
- Post-Decision Calibration Review
- If it rained on only 55% of them, the office's 70% is systematically overconfident, and the review says so with a calibration curve and a Brier score
This sourceIntroduces a quadratic score comparing probability forecasts with realized categorical outcomes; it does not introduce a calibration curve or isolate the 70%-versus-55% calibration gap.
- If it rained on only 55% of them, the office's 70% is systematically overconfident, and the review says so with a calibration curve and a Brier score
Verification¶
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Links previously used in the corpus¶
Before the registry existed this work was also linked 2 other ways.
- https://doi.org/10.1175/1520-0493(1950)078<0001:VOFEIT>2.0.CO;2 ×2
- https://doi.org/10.1175/1520-0493%281950%29078%3C0001%3AVOFEIT%3E2.0.CO%3B2 ×1
Registry ID ref:c932fba111c0 · see in the full table