Before revision: Conditional CRPS evaluates a forecasted multivariate distribution by evaluation CRPS over a prescribed set of univariate conditional probability distributions of the predicted multivariate distribution: Here is a set of tuples that defines a conditional specification (with and ), denotes the 'th marginal variable, and denotes the probability distribution for given that all variables for are equal to their respective observations.
After revision: Conditional CRPS evaluates a forecasted multivariate d, is the 'th marginal variable of , istribution by evaluation CRPS over a prescribed set of univariate conditional probability distributions of the predicted multivariate distribution: Here is a set of tuples that defines a conditional specification (with and ), ofconditional and denotes the probability distribution for given that all variables for are equal to their respective observations.