Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2013/iii/paper-34/4/b/solution

Let be the genuine rain probability and the reported probability. The linear probability score has expected reward
This is linear in , so its optimal report and expected reward are
At every report scores on average. Truthful reporting scores , strictly below the optimum for interior . Thus the rule is not proper: it rewards maximal confidence in the more likely outcome. The expected total over days is .

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