I'm working in a scenario in which forecasters make probabilistic forecasts of events with binary outcomes. I know how to calculate a Brier score and can easily do that for any of my forecasters.
However, I notice that the Wikipedia page doesn't mention anything about Confidence Intervals, and googling produced various hits, but as far as I could tell no clear answer.
If it's not reasonable to put a confidence interval around an individual forecaster's Brier Score, I'd be interested to know why.
There's a related and unanswered question on this site here. My question is different as I'm mostly interested in the formula and some intuition behind it. However a description of how to do it in a program such as R would also be appreciated.