“…Other authors measure the difference between f and g with a divergence, that is a function, d ( f , g ), for which d ( g , g )=0 and d ( f , g )⩾0 for all f and g . For example, Candille and Talagrand (2008) use the quadratic divergence, ( f − g ) 2 , in the case of forecasting a binary event (also Santos and Ghelli, 2012), Pappenberger et al (2009) use the Kullback–Leibler divergence (or relative entropy), , and Friederichs and Thorarinsdottir (2012) propose the integrated quadratic distance, . Thorarinsdottir et al (2013) list several other divergences, including the sub‐class of ‘score divergences’ that are formed from proper scoring rules, s , in the following way: where y ∼ g .…”