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Comment by neil-fitzgerald on A Proper Scoring Rule for Confidence Intervals · 2018-02-19T15:31:47.660Z · score: 2 (1 votes) · LW · GW

That's right.

Comment by neil-fitzgerald on A Proper Scoring Rule for Confidence Intervals · 2018-02-19T13:18:29.862Z · score: 11 (3 votes) · LW · GW

I think an algorithm for N outcomes is: spin twice, gain 1 every time you get the answer right but lose 1 if both guesses are the same.

One can "see intuitively" why it works: when we increase the spinner-probability of outcome i by a small delta (imagining that all other probabilities stay fixed, and not worrying about the fact that our sum of probabilities is now 1 + delta) then the spinner-probability of getting the same outcome twice goes up by 2 x delta x p[i]. However, on each spin we get the right answer delta x q[i] more of the time, where q[i] is the true probability of outcome i. Since we're spinning twice we get the right answer 2 x delta x q[i] more often. These cancel out if and only if p[i] = q[i]. [Obviously some work would need to be done to turn that into a proof...]