1. Two forecast scores S(F,y) and S(G, y) are independent 2. The squared error (y – µF)² is a proper score 3. The score (y – µF)²lof is a proper score that improves on the squared error score by taking the variance into account. 4. The logarithmic score – log[Pf(y)] is a strictly proper score
1. Two forecast scores S(F,y) and S(G, y) are independent 2. The squared error (y – µF)² is a proper score 3. The score (y – µF)²lof is a proper score that improves on the squared error score by taking the variance into account. 4. The logarithmic score – log[Pf(y)] is a strictly proper score
Functions and Change: A Modeling Approach to College Algebra (MindTap Course List)
6th Edition
ISBN:9781337111348
Author:Bruce Crauder, Benny Evans, Alan Noell
Publisher:Bruce Crauder, Benny Evans, Alan Noell
Chapter5: A Survey Of Other Common Functions
Section5.4: Combining And Decomposing Functions
Problem 12E: Average Traffic Spacing The headway h is the average time between vehicles. On a highway carrying an...
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![Theory-
Let uf and of be the expectation and variance of a forecast model F for an observations y, and let pf(:) denote the probability density function
for the forecast model. Also let G be a different forecast model.
Which of the following statements are true?
1. Two forecast scores S(F, y) and S(G, y) are independent
2. The squared error (y – µF)² is a proper score
3. The score (y – µf)²lof is a proper score that improves on the squared error score by taking the variance into account.
4. The logarithmic score – log[pf(y)] is a strictly proper score
Enter your answer below as a vector indicating the true statements (c(1), c(1,4) or similar).
R Code
E Start Over
Run Code
M Submit Answer
1
2
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Transcribed Image Text:Theory-
Let uf and of be the expectation and variance of a forecast model F for an observations y, and let pf(:) denote the probability density function
for the forecast model. Also let G be a different forecast model.
Which of the following statements are true?
1. Two forecast scores S(F, y) and S(G, y) are independent
2. The squared error (y – µF)² is a proper score
3. The score (y – µf)²lof is a proper score that improves on the squared error score by taking the variance into account.
4. The logarithmic score – log[pf(y)] is a strictly proper score
Enter your answer below as a vector indicating the true statements (c(1), c(1,4) or similar).
R Code
E Start Over
Run Code
M Submit Answer
1
2
Next Topic
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