Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 34 4 b Solution Created 2026-10-03 Updated 2026-10-07
Let be the genuine rain probability and the reported probability. The linear probability score has expected rewardThis is linear in , so its optimal report and expected reward areAt 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 .