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The quadratic scoring rule is a strictly proper scoring rule (,) = = =where is the probability assigned to the correct answer and is the number of classes.. The Brier score, originally proposed by Glenn W. Brier in 1950, [4] can be obtained by an affine transform from the quadratic scoring rule.
Even if the Brier score is a strictly proper scoring rule, the BSS is not strictly proper: indeed, skill scores are generally non-proper even if the underlying scoring rule is proper. [7] Still, Murphy (1973) [8] proved that the BSS is asymptotically proper with a large number of samples.
With an optimal choice of a statistical accuracy threshold beneath which experts are unweighted, the combined score is a long run “strictly proper scoring rule”: an expert achieves his long run maximal expected score by and only by stating his true beliefs. The classical model derives Performance Weighted (PW) combinations.
A strictly proper scoring rule corresponds to having a nonzero weighting for all possible decision thresholds. Any given proper scoring rule is equal to the expected losses with respect to a particular probability distribution over the decision thresholds; thus the choice of a scoring rule corresponds to an assumption about the probability ...
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A strictly proper transfer function is a transfer function where the degree of the numerator is less than the degree of the denominator. The difference between the degree of the denominator (number of poles) and degree of the numerator (number of zeros) is the relative degree of the transfer function.
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