Sankhya: The Indian Journal of Statistics

2005, Volume 67, Pt. 4, 662--669

On the Ordering of Probability Forecasts

Walter Kr\"amer, Universit\"at Dortmund, Dortmund, Germany

SUMMARY. The paper explores the relationship between various orderings among probability forecasts that have been suggested in the literature. It is shown that well calibrated forecasters are in general not comparable according to the domination ordering suggested by Vardeman and Meeden (1983) and that the domination ordering in conjunction with semicalibration implies the rest.

AMS (2000) subject classification. 60E15, 62P20, 91B28.

Key words and phrases. Probability forecasts, calibration, refinement, domination.

Full paper (PDF)