Calibration, sufficiency, and domination considerations for Bayesian probability assessors

Stephen Vardeman, Glen Meeden

Research output: Contribution to journalArticle

19 Scopus citations

Abstract

DeGroot and Fienberg (1982a) recently considered various aspects of the problem of evaluating the performance of probability appraisers. After briefly reviewing their notions of calibration and sufficiency we introduce related ideas of semicalibration and domination and consider their relationship to the earlier concepts. We then discuss some simple Bayesian mechanisms for making probability assessments and study their calibration, semicalibration, sufficiency, and domination properties. Finally, several results concerning the comparison of finite dichotomous experiments, relevant to the present work, are collected in an Appendix.

Original languageEnglish (US)
Pages (from-to)808-816
Number of pages9
JournalJournal of the American Statistical Association
Volume78
Issue number384
DOIs
StatePublished - Dec 1983

Keywords

  • Calibration
  • Comparison of experiments
  • Domination
  • Likelihood
  • More information
  • Probability assessors
  • Semicalibration
  • Sufficiency
  • Transition probabilities

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