Can an ensemble give anything more than Gaussian probabilities?

Abstract. Can a relatively small numerical weather prediction ensemble produce any more forecast information than can be reproduced by a Gaussian probability density function (PDF)? This question is examined using site-specific probability forecasts from the UK Met Office. These forecasts are based on the 51-member Ensemble Prediction System of the European Centre for Medium-range Weather Forecasts. Verification using Brier skill scores suggests that there can be statistically-significant skill in the ensemble forecast PDF compared with a Gaussian fit to the ensemble. The most significant increases in skill were achieved from bias-corrected, calibrated forecasts and for probability forecasts of thresholds that are located well inside the climatological limits at the examined sites. Forecast probabilities for more climatologically-extreme thresholds, where the verification more often lies within the tails or outside of the PDF, showed little difference in skill between the forecast PDF and the Gaussian forecast.