Comment on ``Conditional Exceedance Probabilities''

Bröcker, J., Siegert, S. and Kantz, H. (2011) Comment on ``Conditional Exceedance Probabilities''. Monthly Weather Review, 139 (10). pp. 3322-3324. ISSN 0027-0644 doi: 10.1175/2011MWR3658.1

Abstract/Summary

In a recent paper, Mason et al. propose a reliability test of ensemble forecasts for a continuous, scalar verification. As noted in the paper, the test relies on a very specific interpretation of ensembles, namely, that the ensemble members represent quantiles of some underlying distribution. This quantile interpretation is not the only interpretation of ensembles, another popular one being the Monte Carlo interpretation. Mason et al. suggest estimating the quantiles in this situation; however, this approach is fundamentally flawed. Errors in the quantile estimates are not independent of the exceedance events, and consequently the conditional exceedance probabilities (CEP) curves are not constant, which is a fundamental assumption of the test. The test would reject reliable forecasts with probability much higher than the test size.

Additional Information	The original article that was the subject of this comment/reply can be found at http://journals.ametsoc.org/doi/abs/10.1175/MWR3284.1
Item Type	Article
URI	https://reading-clone.eprints-hosting.org/id/eprint/29159
Item Type	Article
Refereed	Yes
Divisions	No Reading authors. Back catalogue items Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics Science > School of Mathematical, Physical and Computational Sciences > Department of Meteorology
Uncontrolled Keywords	Ensembles, Forecasting, Probability forecasts/models/distributions, Statistics
Additional Information	The original article that was the subject of this comment/reply can be found at http://journals.ametsoc.org/doi/abs/10.1175/MWR3284.1
Publisher	American Meteorological Society
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