This working paper describes new results in derivations of the Continuous Ranked Probability Score of a generalized beta-prime distribution and several special cases, such as the Dagum distribution and Singh-Maddala distribution. Comparison with Monte Carlo estimates is also presented.
翻译:本文推导了广义贝塔素数分布及其若干特例(如达古姆分布和辛格-马达拉分布)的连续等级概率评分的新结果。同时给出了与蒙特卡洛估计结果的对比。