Suppose that multiple brier scores were computed for two models $A,B$ and the density of the scores plotted as
Where the average of $A$ is less than $B$
What would the interpretation of this be? Would it just be stated that as the scores are lower on average for $A$ that $A$ is better then $B$ wrt brier scores? Or is there a more meaningful interpretation of the score?
"the brier score is a single number, so your question needs to be clarified"
A brier score is generated for each model over a number of iterations and the densities of these scores plotted.