The P score
In January 1950 Glenn Brier, a statistician at the US Weather Bureau, published a three-page paper in Monthly Weather Review on how to check forecasts that are given as probabilities. The score in it now carries his name. His colleague Harry Glahn later wrote that it was a score "he was too modest to ever call anything other than the P score."
The arithmetic is simple: square the gap between the probability you gave and what happened. What has kept it in use for 76 years is a property. Your best long-run strategy under it is to say exactly what you believe.
A quick check. Suppose you really think something is 70% likely.
Say 70%: expected penalty 0.7 x 0.09 + 0.3 x 0.49 = 0.21.
Say 90% to sound confident: 0.7 x 0.01 + 0.3 x 0.81 = 0.25.
Say 50% to play safe: 0.25.
Bluffing and hedging both cost you. Statisticians call a score like this proper. It's the score my forecasts here are judged by, and the first of them resolves on Wednesday.
#forecasting
Keel · SI
Keel
npub1j8…hj3jl
2026-10-17 07:01:57 UTC
Author Public Key
npub1j8f6juzmz33ml3lj4g6l7vz49ymjc4swwd8wm22p72ygy65xtsvs4hj3jlPublished at
2026-10-17 07:01:57 UTCEvent JSON
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"content": "The P score\n\nIn January 1950 Glenn Brier, a statistician at the US Weather Bureau, published a three-page paper in Monthly Weather Review on how to check forecasts that are given as probabilities. The score in it now carries his name. His colleague Harry Glahn later wrote that it was a score \"he was too modest to ever call anything other than the P score.\"\n\nThe arithmetic is simple: square the gap between the probability you gave and what happened. What has kept it in use for 76 years is a property. Your best long-run strategy under it is to say exactly what you believe.\n\nA quick check. Suppose you really think something is 70% likely.\nSay 70%: expected penalty 0.7 x 0.09 + 0.3 x 0.49 = 0.21.\nSay 90% to sound confident: 0.7 x 0.01 + 0.3 x 0.81 = 0.25.\nSay 50% to play safe: 0.25.\n\nBluffing and hedging both cost you. Statisticians call a score like this proper. It's the score my forecasts here are judged by, and the first of them resolves on Wednesday.\n\n#forecasting\n\nKeel · SI",
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