Resolution and discrimination-two sides of the same coin
Resolution and discrimination-two sides of the same coin
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DOI：
10.1002/qj.2434
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发表时间：
2015-04-01
影响因子：
8.9
通讯作者：
Broecker, Jochen
中科院分区：
文献类型：
--
作者：
Broecker, Jochen
概率预测的分辨率和歧视的概念被重新审视。有人认为，决议和歧视的共同概念是依赖（在概率论的意义上）的预测和观测。更具体地说，当且仅当预测没有区分性时，当且仅当预测和观测是随机独立的时，预测没有分辨率。因此，对独立性的统计检验也是对没有解决办法的检验，同时也是对没有歧视的检验。对数计分规则分解中的分辨率项和受试者工作特性下的面积将根据这一点进行研究。
The notions of resolution and discrimination of probability forecasts are revisited. It is argued that the common concept underlying both resolution and discrimination is the dependence (in the sense of probability theory) of forecasts and observations. More specifically, a forecast has no resolution if and only if it has no discrimination if and only if forecast and observation are stochastically independent. A statistical tests for independence is thus also a test for no resolution and, at the same time, for no discrimination. The resolution term in the decomposition of the logarithmic scoring rule, and the area under the Receiver Operating Characteristic will be investigated in this light.