A scoring rule assigns a score to a credence assignment (which can
but need not satisfy the axioms of probability), where a score is a
random variable measuring how close the credence assignment is to the
truth.
A scoring rule is strictly truth-directed provided that if c′ is a credence assignment that is
closer to the truth than c is
at ω, then c′ gets a better a score at ω. A scoring rule is proper provided
that for all probabilities p,
the p-expected value of the
score of a probability p is at
least as good as the p-expected value of the score of any
other credence, and is strictly proper.
Propriety for a scoring rule is a pretty plausible condition, but
it’s a bit harder to argue philosophically for strict propriety. But
scoring-rule based philosophical arguments for probabilism—the doctrine
that credences ought to be probabilities—require strict propriety.
In a clever move, Campbell-Moore
and Levinstein showed that propriety plus strict truth-directedness
and additivity (the idea that the score can be decomposed into a sum of
single-event scores) implies strict propriety.
Here’s an interesting fact I will show: propriety plus strict
truth-directedness do not imply strict propriety in the absence
of additivity. Further, my counterexample will be bounded, infinitely
differentiable and strictly proper on the probabilities. Personally
don’t find additivity all that plausible, so I conclude the
Campbell-Moore and Levinstein move does not move the discussion of strict
propriety and probabilism ahead much.
Let Ω = {0, 1}. Given a
credence function c (with
values in [0,1]) on the powerset of
Ω, define the credence
function c* which
has the same value as c on the
empty set and on Ω, but where
c*({0}) is the
number z in [0,1] that minimizes (c({0})−z)2 + (c({1})−(1−z))2,
and where c*({1}) = 1 − c*({0}).
In other words, c*
is the credence function closest to c in the Euclidean metric such that
c*({0}) + c*({1}) = 1.
Now let b*(c) = b(c*).
Then b* agrees with
b score on the probabilities,
and hence is strictly proper on them. Further, every value of b* is a Brier score of
some credence, and hence b* is proper.
We now check that it is strictly truth-directed. Brier scores are
strictly truth-directed. Thus, replacing a credence function with one
that is closer to the truth on Ω or on the empty set will improve
the b* score.
Moreover, it is easy to check that c*({0}) = (1+c({0})−c({1}))/2.
It’s easy to check that if we tweak c({0}) to move us closer to the
truth at some fixed ω ∈ {0, 1}, then c* will be closer to the
truth at ω as well, and
similarly if we tweak c({1})
to be closer to the truth at ω, and in both cases we will improve
the score by the strict truth-directedness of Brier scores.
Finally, however, note that b* is not strictly proper
and does not have a domination theorem of the sort used in arguments for
probabilism, since the b*-score of any credence
c that fails to be a
probability due to its being the case c({0}) + c({1}) ≠ 1 but that
gets the right values on the empty set and Ω (zero and one, respectively) is
equal to the b*-score of c*, and c* will be a probability
in that case.
Note that in the example above we don't have quasi-strict propriety either.