1. Two forecast scores S(F,y) and S(G, y) are independent 2. The squared error (y – µF)² is a proper score 3. The score (y – µF)²lof is a proper score that improves on the squared error score by taking the variance into account. 4. The logarithmic score – log[Pf(y)] is a strictly proper score
1. Two forecast scores S(F,y) and S(G, y) are independent 2. The squared error (y – µF)² is a proper score 3. The score (y – µF)²lof is a proper score that improves on the squared error score by taking the variance into account. 4. The logarithmic score – log[Pf(y)] is a strictly proper score
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Question
![Theory-
Let uf and of be the expectation and variance of a forecast model F for an observations y, and let pf(:) denote the probability density function
for the forecast model. Also let G be a different forecast model.
Which of the following statements are true?
1. Two forecast scores S(F, y) and S(G, y) are independent
2. The squared error (y – µF)² is a proper score
3. The score (y – µf)²lof is a proper score that improves on the squared error score by taking the variance into account.
4. The logarithmic score – log[pf(y)] is a strictly proper score
Enter your answer below as a vector indicating the true statements (c(1), c(1,4) or similar).
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E Start Over
Run Code
M Submit Answer
1
2
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Transcribed Image Text:Theory-
Let uf and of be the expectation and variance of a forecast model F for an observations y, and let pf(:) denote the probability density function
for the forecast model. Also let G be a different forecast model.
Which of the following statements are true?
1. Two forecast scores S(F, y) and S(G, y) are independent
2. The squared error (y – µF)² is a proper score
3. The score (y – µf)²lof is a proper score that improves on the squared error score by taking the variance into account.
4. The logarithmic score – log[pf(y)] is a strictly proper score
Enter your answer below as a vector indicating the true statements (c(1), c(1,4) or similar).
R Code
E Start Over
Run Code
M Submit Answer
1
2
Next Topic
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