Scoring Rules for Continuous Probability Distributions

作者：James Matheson, Robert L. Winkler · 发表于：Management Science · 年份：1976 · DOI：10.1287/mnsc.22.10.1087 · 被引用次数：1003 · 研究领域：Bayesian Modeling and Causal Inference、Forecasting Techniques and Applications

Personal, or subjective, probabilities are used as inputs to many inferential and decision-making models, and various procedures have been developed for the elicitation of such probabilities. Included among these elicitation procedures are scoring rules, which involve the computation of a score based on the assessor's stated probabilities and on the event that actually occurs. The development of scoring rules has, in general, been restricted to the elicitation of discrete probability distributions. In this paper, families of scoring rules for the elicitation of continuous probability distributions are developed and discussed.