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