메뉴 건너뛰기




Volumn 58, Issue 5, 2010, Pages 1440-1449

An analytic method for evaluating the performance of aggregation rules for probability densities

Author keywords

Brier score; Calibration; Consensus probability; Dependence; Elicitation; Expert combination; Expert judgment; Geometric average; Linear opinion pools; Overconfidence; Scoring rules; Subjective probability

Indexed keywords

BRIER SCORE; CONSENSUS PROBABILITY; DEPENDENCE; ELICITATION; EXPERT COMBINATION; EXPERT JUDGMENT; GEOMETRIC AVERAGE; LINEAR OPINION POOLS; OVERCONFIDENCE; SCORING RULES; SUBJECTIVE PROBABILITY;

EID: 77958475014     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.1100.0789     Document Type: Article
Times cited : (11)

References (34)
  • 1
    • 0000923503 scopus 로고
    • The asymptotic theory of certain "goodness of fit criteria"
    • Anderson, T. W., D. A. Darling. 1952. The asymptotic theory of certain "goodness of fit criteria." Ann. Math. Statist. 23(2) 193-212.
    • (1952) Ann. Math. Statist. , vol.23 , Issue.2 , pp. 193-212
    • Anderson, T.W.1    Darling, D.A.2
  • 3
    • 0040984855 scopus 로고
    • On the aggregation of individual probability estimates
    • Bordley, R. F., R. W. Wolff. 1981. On the aggregation of individual probability estimates. Management Sci. 27(8) 959-964.
    • (1981) Management Sci. , vol.27 , Issue.8 , pp. 959-964
    • Bordley, R.F.1    Wolff, R.W.2
  • 5
    • 0003010182 scopus 로고
    • Verification of weather forecasts expressed in terms of probabilities
    • Brier, G. W. 1950. Verification of weather forecasts expressed in terms of probabilities. Monthly Weather Rev. 78(1) 1-3.
    • (1950) Monthly Weather Rev , vol.78 , Issue.1 , pp. 1-3
    • Brier, G.W.1
  • 6
    • 0032656018 scopus 로고    scopus 로고
    • Correlations and copulas for decision and risk analysis
    • Clemen, R. T., T. Reilly. 1999. Correlations and copulas for decision and risk analysis. Management Sci. 45(2) 208-224.
    • (1999) Management Sci. , vol.45 , Issue.2 , pp. 208-224
    • Clemen, R.T.1    Reilly, T.2
  • 7
    • 0022023946 scopus 로고
    • Limits for the precision and value of information from dependent sources
    • Clemen, R. T., R. L. Winkler. 1985. Limits for the precision and value of information from dependent sources. Oper. Res. 33(2) 427-442.
    • (1985) Oper. Res. , vol.33 , Issue.2 , pp. 427-442
    • Clemen, R.T.1    Winkler, R.L.2
  • 8
    • 84925687318 scopus 로고    scopus 로고
    • Aggregating probability distributions
    • W. Edwards, R. Miles, D. von Winterfeldt, eds., Cambridge University Press, Cambridge, UK
    • Clemen, R. T., R. L. Winkler. 2007. Aggregating probability distributions. W. Edwards, R. Miles, D. von Winterfeldt, eds. Advances in Decision Analysis. Cambridge University Press, Cambridge, UK.
    • (2007) Advances in Decision Analysis
    • Clemen, R.T.1    Winkler, R.L.2
  • 9
    • 33646894290 scopus 로고    scopus 로고
    • Aggregating forecasts: An empirical evaluation of some bayesian methods
    • D. A. Berry, K. M. Chalone, J. K. Geweke, eds., John Wiley & Sons, New York
    • Clemen, R. T., S. K. Jones, R. L. Winkler. 1996. Aggregating forecasts: An empirical evaluation of some Bayesian methods. D. A. Berry, K. M. Chalone, J. K. Geweke, eds. Bayesian Analysis in Statistics and Econometrics. John Wiley & Sons, New York.
    • (1996) Bayesian Analysis in Statistics and Econometrics
    • Clemen, R.T.1    Jones, S.K.2    Winkler, R.L.3
  • 10
    • 58149223278 scopus 로고    scopus 로고
    • Committee on Methodological Improvements to the Department of Homeland Security's Biological Agent Risk Analysis., National Research Council, Washington, DC
    • Committee on Methodological Improvements to the Department of Homeland Security's Biological Agent Risk Analysis. 2008. Department of Homeland Security Bioterrorism Risk Assessment: A Call for Change. National Research Council, Washington, DC.
    • (2008) Department of Homeland Security Bioterrorism Risk Assessment A Call for Change
  • 13
    • 0001777590 scopus 로고
    • Introducing: The survey of professional forecasters
    • Federal Reserve Bank of Philadelphia
    • Croushore, D. 1993. Introducing: The survey of professional forecasters. Business Review. Federal Reserve Bank of Philadelphia, 3-13.
    • (1993) Business Review , pp. 3-13
    • Croushore, D.1
  • 16
    • 30044441013 scopus 로고
    • A conflict between two axioms for combining subjective distributions
    • Genest, C. 1984. A conflict between two axioms for combining subjective distributions. J. Roy. Statist. Soc., Ser. B 46(3) 403-405.
    • (1984) J. Roy. Statist. Soc. Ser. B , vol.46 , Issue.3 , pp. 403-405
    • Genest, C.1
  • 17
    • 84979435951 scopus 로고
    • Allocating weights in the linear opinion pool
    • Genest, C., K. J. McConway. 1990. Allocating weights in the linear opinion pool. J. Forecasting 9(1) 53-73.
    • (1990) J. Forecasting , vol.9 , Issue.1 , pp. 53-73
    • Genest, C.1    McConway, K.J.2
  • 18
    • 84972539429 scopus 로고
    • Combining probability distributions: A critique and annotated bibliography
    • Genest, C., J. V. Zidek. 1986. Combining probability distributions: A critique and annotated bibliography. Statist. Sci. 1(1) 114-135.
    • (1986) Statist. Sci. , vol.1 , Issue.1 , pp. 114-135
    • Genest, C.1    Zidek, J.V.2
  • 19
    • 2942559303 scopus 로고    scopus 로고
    • Probability judgments for continuous quantities: Linear combinations and calibration
    • Hora, S. C. 2004. Probability judgments for continuous quantities: Linear combinations and calibration. Management Sci. 50(5) 597-604.
    • (2004) Management Sci. , vol.50 , Issue.5 , pp. 597-604
    • Hora, S.C.1
  • 20
    • 77958486756 scopus 로고    scopus 로고
    • Expert judgment
    • W. Edwards, D. von Winterfeldt, R. Miles, eds., Cambridge University Press, Cambridge, UK
    • Hora, S. C. 2007. Expert judgment. W. Edwards, D. von Winterfeldt, R. Miles, eds. Advances in Decision Analysis: From Foundations to Applications. Cambridge University Press, Cambridge, UK.
    • (2007) Advances in Decision Analysis from Foundations to Applications
    • Hora, S.C.1
  • 22
    • 0026204029 scopus 로고
    • Eliciting probabilities from experts in complex technical problems
    • Keeney, R. L., D. von Winterfeldt. 1991. Eliciting probabilities from experts in complex technical problems. IEEE Trans. Engrg. Management 38(3) 191-201.
    • (1991) IEEE Trans. Engrg. Management , vol.38 , Issue.3 , pp. 191-201
    • Keeney, R.L.1    Von Winterfeldt, D.2
  • 23
    • 0040509871 scopus 로고
    • Lehrer and the consensus proposal
    • Laddaga, R. 1977. Lehrer and the consensus proposal. Synthese 36(4) 473-477.
    • (1977) Synthese , vol.36 , Issue.4 , pp. 473-477
    • Laddaga, R.1
  • 24
    • 0016961866 scopus 로고
    • Scoring rules for continuous probability distributions
    • Matheson, J. E., R. L. Winkler. 1976. Scoring rules for continuous probability distributions. Management Sci. 22(10) 1087-1096.
    • (1976) Management Sci. , vol.22 , Issue.10 , pp. 1087-1096
    • Matheson, J.E.1    Winkler, R.L.2
  • 25
    • 0002008619 scopus 로고
    • Marginalization and linear opinion pools
    • McConway, J. 1981. Marginalization and linear opinion pools. J. Amer. Statist. Assoc. 76(374) 410-414.
    • (1981) J. Amer. Statist. Assoc. , vol.76 , Issue.374 , pp. 410-414
    • McConway, J.1
  • 26
    • 0018468345 scopus 로고
    • A comparison of three methods for selecting values of input variables in the analysis of output from a computer code
    • McKay, M. D., R. J. Beckman, W. J. Conover. 1979. A comparison of three methods for selecting values of input variables in the analysis of output from a computer code. Technometrics 21(2) 239-245.
    • (1979) Technometrics , vol.21 , Issue.2 , pp. 239-245
    • McKay, M.D.1    Beckman, R.J.2    Conover, W.J.3
  • 28
    • 0002566236 scopus 로고
    • Reliability of subjective probability forecasts of precipitation and temperature
    • Murphy, A. H., R. L. Winkler. 1977. Reliability of subjective probability forecasts of precipitation and temperature. J. Roy. Statist. Soc., Ser. C (Appl. Statist.) 26(1) 41-47.
    • (1977) J. Roy. Statist. Soc. Ser. C (Appl. Statist.) , vol.26 , Issue.1 , pp. 41-47
    • Murphy, A.H.1    Winkler, R.L.2
  • 31
    • 0010562603 scopus 로고
    • Allocation, lehrer models, and the consensus of probabilities
    • Wagner, C. G. 1982. Allocation, Lehrer models, and the consensus of probabilities. Theory and Decision 14(2) 207-220.
    • (1982) Theory and Decision , vol.14 , Issue.2 , pp. 207-220
    • Wagner, C.G.1
  • 32
    • 0011680015 scopus 로고
    • Scoring rules and the evaluation of probability assessors
    • Winkler, R. L. 1969. Scoring rules and the evaluation of probability assessors. J. Amer. Statist. Assoc. 64(3) 1073-1078.
    • (1969) J. Amer. Statist. Assoc. , vol.64 , Issue.3 , pp. 1073-1078
    • Winkler, R.L.1
  • 33
    • 0010967338 scopus 로고
    • Probabilistic prediction: Some experimental results
    • Winkler, R. L. 1971. Probabilistic prediction: Some experimental results. J. Amer. Statist. Assoc. 66(336) 675-685.
    • (1971) J. Amer. Statist. Assoc. , vol.66 , Issue.336 , pp. 675-685
    • Winkler, R.L.1
  • 34
    • 0000849261 scopus 로고
    • Combining probability distributions from dependent information sources
    • Winkler, R. L. 1981. Combining probability distributions from dependent information sources. Management Sci. 27(4) 479-488.
    • (1981) Management Sci. , vol.27 , Issue.4 , pp. 479-488
    • Winkler, R.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.