Expert judgment elicitation is often required in probabilistic decision making and the evaluation of risk. One measure of the quality of probability distributions given by experts is calibration-the ...

You construct a generalized linear model by deciding on response and explanatory variables for your data and choosing an appropriate link function and response probability distribution. Some examples ...

It is shown that under fairly mild conditions linear combinations of independent normally distributed random variables with random coefficients tend to zero almost everywhere. The result is applied to ...