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Results tagged with measure-theory
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user 29697
Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.
3
votes
Example of a (strictly) proper scoring rule on a general measurable space?
Turns out that Gneiting and Raftery give an example in Section 4.2 of the continuous ranked probability score (CRPS), which is strictly proper for $\mathcal{P}$ equal to the Borel probability measures …
- 4,529
2
votes
Example of a (strictly) proper scoring rule on a general measurable space?
Well, it might be important to limit $\mathcal{P}$ here. If we consider the space $\Omega = \mathbb{R}$ with Lebesgue measure, we might take $\mathcal{P}$ to be the set of distributions with a continu …
- 4,529
3
votes
Accepted
Does there exist a Penalized Conditional Expectation?
This is a bit different and doesn't address the question, but hopefully close enough to be useful: we know some things about $\mathbb{E} L(Z,Y)$ for other loss functions $L$.
If and only if $L$ is a …
- 4,529