Proper scoring rules for survival times

Abstract

This note presents a general form for a proper scoring rule that can be used for possibly right-censored survival data without requiring any knowledge or assumptions about the censoring process, so long as it is independent of survival time.

arXiv commentThis is an edited version of an old unpublished 5 page note giving the proof of a result announced, without proof, in Section 3.5 of the paper: A. P. Dawid & M. Musio, Theory and applications of proper scoring rules, Metron, Volume 72, pages 169-183, 2014. It is uploaded to arXiv following several requests that it be made publicly available