Probabilistic coherence and proper scoring rules
arXiv:0710.3183 · doi:10.1109/TIT.2009.2027573
Abstract
We provide self-contained proof of a theorem relating probabilistic coherence of forecasts to their non-domination by rival forecasts with respect to any proper scoring rule. The theorem appears to be new but is closely related to results achieved by other investigators.
LaTeX2, 15 pages