Search results for " imprecise probability assessments."

showing 1 items of 1 documents

Coherent conditional probabilities and proper scoring rules

2011

In this paper we study the relationship between the notion of coherence for conditional probability assessments on a family of conditional events and the notion of admissibility with respect to scoring rules. By extending a recent result given in literature for unconditional events, we prove, for any given strictly proper scoring rule s, the equivalence between the coherence of a conditional probability assessment and its admissibility with respect to s. In this paper we focus our analysis on the case of continuous bounded scoring rules. In this context a key role is also played by Bregman divergence and by a related theoretical aspect. Finally, we briefly illustrate a possible way of defin…

total coherenceSettore MAT/06 - Probabilita' E Statistica Matematicabregman divergencestrong dominanceconditional scoring rulesConditional probability assessments coherence penalty criterion proper scoring rules conditional scoring rules weak dominance strong dominance admissibility Bregman divergence g-coherence total coherence imprecise probability assessments.weak dominancestrong dominance; conditional probability assessments; imprecise probability assessments; gcoherence; proper scoring rules; bregman divergence; weak dominance; coherence; imprecise probability assessments.; admissibility; g-coherence; penalty criterion; conditional scoring rules; total coherencepenalty criteriongcoherenceproper scoring rulescoherenceconditional probability assessmentsg-coherenceimprecise probability assessmentsadmissibility
researchProduct