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Suppose that multiple brier scores were computed for two models $A,B$ and the density of the scores plotted as

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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?

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"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.

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    $\begingroup$ The Brier score is a single number, so your question needs to be clarified. $\endgroup$ – Frank Harrell Apr 23 at 1:22
  • $\begingroup$ @FrankHarrell sorry - i've added some info as to the nature of the density plots. $\endgroup$ – baxx Apr 23 at 1:40

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