On a conjectured sharpness principle for probabilistic forecasting with calibration

2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/218304This note proves a weak type of the sharpness principle as conjectured by Gneiting, Balabdaoui, and Raftery in 2007 in connection with probabilistic forecasting subject to calibration constraints. A strong version of such a principle still awaits a proper formulation.6 pages; accepted for publication in the BiometrikaStatistics TheoryProbabilityOn a conjectured sharpness principle for probabilistic forecasting with calibrationtext