The uniqueness of local proper scoring rules: the logarithmic family

Theory and Decision 88 (2):315-322 (2020)
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Abstract

Local proper scoring rules provide convenient tools for measuring subjective probabilities. Savage, 783–801, 1971) has shown that the only local proper scoring rule for more than two exclusive events is the logarithmic family. We generalize Savage by relaxing the properness and the domain, and provide simpler proof.

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10.1007/s11238-019-09727-2

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Elicitation of Personal Probabilities and Expectations.Leonard Savage - 1971 - Journal of the American Statistical Association 66 (336):783-801.

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