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Brier-UDAM for Paired Prediction-Rule Comparisons: Latent-Risk Interpretation, Observable Contrasts, and Inference
The Brier risk summarizes probability-prediction error but does not explain why two prediction rules differ. We develop Brier-UDAM, a framework for paired binary prediction-rule comparisons that separates the Brier-risk difference into mean-bias, dispersion, and Brier-scale alignment contributions.
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