The concept of exchangeability in ensemble forecasting

A set of random variables is exchangeable if its joint distribution function is invariant under permutation of the arguments. The concept of exchangeability is discussed, with a view towards potential application in evaluating ensemble forecasts. It is argued that the paradigm of ensembles being an...

Full description

Bibliographic Details
Main Authors: J. Bröcker, H. Kantz
Format: Article
Language:English
Published: Copernicus Publications 2011-01-01
Series:Nonlinear Processes in Geophysics
Online Access:http://www.nonlin-processes-geophys.net/18/1/2011/npg-18-1-2011.pdf