Combining Density and Interval Forecasts: A Modest Proposal*
提出用有限混合分布作为组合密度预测的统计模型,并说明其对不确定性、分歧度量及区间预测组合的意义,结合美国专业预测者调查数据讨论。
Abstract The finite mixture distribution is proposed as an appropriate statistical model for a combined density forecast. Its implications for measures of uncertainty and disagreement, and for combining interval forecasts, are described. Related proposals in the literature and applications to the U.S. Survey of Professional Forecasters are discussed.