Calibration scores for discrete random variables
H. van der Poel (TU Delft - Electrical Engineering, Mathematics and Computer Science)
G. F. Nane – Mentor (TU Delft - Applied Probability)
Alexis Derumigny – Graduation committee member (TU Delft - Statistics)
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Abstract
During this bachelorproject, more research is done to investigate the properties of the Hanea’s and Nane’s calibration score and to look at slight adjustment of Hanea’s and Nane’s calibration score. Both simulated data and real data will be used to investigate the behaviour of these calibration scores.