Brier score

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A Brier score measures the accuracy of a set of probability assessments. Proposed by Brier (1950), it is the average deviation between predicted probabilities for a set of events and their outcomes, so a lower score represents higher accuracy.

[edit] References

• [| J. Scott Armstrong, Principles of Forecasting].

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• This page was last modified 00:53, 31 August 2006 by Wikipedia user Nolanst. Based on work by Wikipedia user(s) Messedrocker, Mathbot and ShaunMacPherson and Anonymous user(s) of Wikipedia.
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