This paper provides self-contained proof of a theorem relating probabilistic coherence of forecasts to their non-domination by rival forecasts with respect to any proper scoring rule. The theorem recapitulates insights achieved by other investigators, and clarifies the connection of coherence and proper scoring rules to Bregman divergence.
All Science Journal Classification (ASJC) codes
- Information Systems
- Computer Science Applications
- Library and Information Sciences
- Scoring rule