Note on the hypergeometric distribution as an invalidation test for binary forecasts

摘要

One mechanism giving rise to the hypergeometric distribution is the number of matches in a random reordering of a sequence of forecasts of binary events. This provides a simple means of invalidating a time series of binary forecasts if in fact the forecasting method has no skill. The hypergeometric distribution has a long history of application in this context but appears not to have a high profile in the environmental sciences. Attention is drawn to the utility of the distribution as a simple nonparametric test of the null hypothesis of no skill when forecasting binary environmental outcomes.