The characterisation of scoring functions

被引:2
作者
Deakin, MAB [1 ]
机构
[1] Monash Univ, Dept Math & Stat, Clayton, Vic 3168, Australia
来源
JOURNAL OF THE AUSTRALIAN MATHEMATICAL SOCIETY SERIES A-PURE MATHEMATICS AND STATISTICS | 2001年 / 71卷
关键词
D O I
10.1017/S1446788700002767
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
The literature on subjective probabilities contains a number of functions that have been proposed as 'scoring functions'. The principal requirement is that, with several events that may occur in the future and to which subjective 'probabilities' are assigned, the expected score given by these 'probabilities' will be extremised if the values assigned equal the 'true probabilities' of the various outcomes. This article discusses the question of what other scoring functions might be used (beyond those so far proposed).
引用
收藏
页码:135 / 147
页数:13
相关论文
共 9 条