Let µx and o be the expectation and variance of a forecast model F for an observations y, and let pÃ(-) denote the probability densit function for the forecast model. Also let G be a different forecast model. Which of the following statements are true? a. Two forecast scores S(F, y) and S(G, y) are independent. b. The square error (y - μ)² is a proper score. c. The score (y - μF) ²/0 is proper score that improves in the squared error score by taking the variance into account. d. The logarithmic score -log[pF(y)] is a strictly proper score.
Let µx and o be the expectation and variance of a forecast model F for an observations y, and let pÃ(-) denote the probability densit function for the forecast model. Also let G be a different forecast model. Which of the following statements are true? a. Two forecast scores S(F, y) and S(G, y) are independent. b. The square error (y - μ)² is a proper score. c. The score (y - μF) ²/0 is proper score that improves in the squared error score by taking the variance into account. d. The logarithmic score -log[pF(y)] is a strictly proper score.
Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter10: Statistics
Section10.1: Measures Of Center
Problem 9PPS
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