Use of the likelihood for measuring the skill of probabilistic forecasts

Details Use of the likelihood for measuring the skill of probabilistic forecasts Use of the likelihood for measuring the skill of probabilistic forecasts

2003-08-12

arxiv.org/abs/physics/0308046v2

Physics

Atmospheric and Oceanic Physics

Version 1 (3rd August 2003) contained some incorrect statements about the relationship between the likelihood and the Brier sc

Scientific paper

We define the likelihood and give a number of justifications for its use as a
skill measure for probabilistic forecasts. We describe a number of different
scores based on the likelihood, and briefly investigate the relationships
between the likelihood, the mean square error and the ignorance.

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