{"title":"Modelling performance at international tennis and golf tournaments: is there a home advantage?","authors":"R. Holder, A. Nevill","doi":"10.1111/1467-9884.00109","DOIUrl":"https://doi.org/10.1111/1467-9884.00109","url":null,"abstract":"In the context of international sports events, home advantage suggests that competitors will perform above their expected level when competing in events held in their own country. The world rankings and tournament performances have been compiled for most competitors in the grand slam tennis tournaments and the major golf tournaments in 1993. Tournament performance was related to world ranking and home advantage by using both permutation and normal regression models. Logistic and polytomous regression models were used to examine progression through the tennis tournaments only. Although there was surprising consistency between the various approaches, there was little evidence of home advantage.","PeriodicalId":83973,"journal":{"name":"The Statistician : journal of the Institute of Statisticians","volume":"10 1","pages":"551-559"},"PeriodicalIF":0.0,"publicationDate":"1997-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87259807","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The effect of umpiring errors in cricket","authors":"O. B. Chedzoy","doi":"10.1111/1467-9884.00107","DOIUrl":"https://doi.org/10.1111/1467-9884.00107","url":null,"abstract":"Cricket requires a continuity of performance by one team in batting until a violation of the playing rules is encountered. That violation-causing a binary decision, the possible dismissal of a batsman-may have a significant effect on the course of the batting side, and ultimately on the game. Some dismissals are indisputable, but a significant minority are the subject of decisions by umpires. Some of these are complex situations yet need rapid decision-making, and television slow-motion replays have highlighted the problem of apparent misjudgments. The effect of such decisions on batsmen and on innings totals can be simulated and consequently estimated to assess their importance.","PeriodicalId":83973,"journal":{"name":"The Statistician : journal of the Institute of Statisticians","volume":"17 1","pages":"529-540"},"PeriodicalIF":0.0,"publicationDate":"1997-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85261057","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The triangular distribution as a proxy for the beta distribution in risk analysis","authors":"David Johnson","doi":"10.1111/1467-9884.00091","DOIUrl":"https://doi.org/10.1111/1467-9884.00091","url":null,"abstract":"The beta distribution is seen as a suitable model in risk analysis because it provides a wide variety of distributional shapes over a finite interval. Unfortunately, the beta distribution is not easily understood and its parameters are not easily estimated. This paper explores the possibility of using the more intuitively obvious triangular distribution as a proxy for the beta distribution. It is shown that the differences between the two distribution functions are seldom significant and a procedure is proposed for estimating the parameters of a triangular distribution on the basis of two extreme percentiles and the median.","PeriodicalId":83973,"journal":{"name":"The Statistician : journal of the Institute of Statisticians","volume":"94 1","pages":"387-398"},"PeriodicalIF":0.0,"publicationDate":"1997-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75954515","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Ranking and selecting motor vehicle accident sites by using a hierarchical Bayesian model","authors":"P. Schluter, J. Deely, A. Nicholson","doi":"10.1111/1467-9884.00084","DOIUrl":"https://doi.org/10.1111/1467-9884.00084","url":null,"abstract":"Identification, ranking and selecting hazardous traffic accident locations from a group under consideration is a fundamental goal for traffic safety researchers. Few methods exist that can quantitatively, accurately and easily discriminate between sites that commonly have small and variable observation count periods. One method that embodies all these advantages is the hierarchical Bayesian model, the method proposed in this paper. The particular hierarchical Bayesian approach that we use incorporates expert knowledge about accident sites as a group believed a priori to be exchangeable, the Poisson assumption and a conjugate gamma prior. We then propose three natural strategies for ranking and selecting the most hazardous subgroup of accident locations. Also presented is an especially useful procedure that gives the probability that each particular site is worst and by how much it is worst. All proposed strategies are illustrated using previously published fatality accident data from 35 sites in Auckland, New Zealand.","PeriodicalId":83973,"journal":{"name":"The Statistician : journal of the Institute of Statisticians","volume":"40 1","pages":"293-316"},"PeriodicalIF":0.0,"publicationDate":"1997-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77246528","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
M. Woodward, N. Dourmashkin, Etienne Twagirumukiza, M. Mbago, Adrião Ferreira da Cunha
{"title":"Statistics training in eastern and southern Africa: a study of supply and demand","authors":"M. Woodward, N. Dourmashkin, Etienne Twagirumukiza, M. Mbago, Adrião Ferreira da Cunha","doi":"10.1111/1467-9884.00090","DOIUrl":"https://doi.org/10.1111/1467-9884.00090","url":null,"abstract":"SUMMARY In recent years considerable concern has been expressed, from within and outside the continent, about the standard of official statistics in Africa. This has prompted the question of how effective the training of African statisticians has been. This paper describes findings from studies of current supply and future demand for statistics training in Angola, Botswana, Ethiopia, Kenya, Lesotho, Malawi, Mozambique, Namibia, Swaziland, Tanzania, Uganda, Zambia and Zimbabwe, carried out in 1993 and 1994. Recommendations for future development of training systems are given. These include strengthening in-service training in national statistics organizations and developing regional courses for professional statisticians.","PeriodicalId":83973,"journal":{"name":"The Statistician : journal of the Institute of Statisticians","volume":"214 1","pages":"371-386"},"PeriodicalIF":0.0,"publicationDate":"1997-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74622571","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A simple algorithm for estimating Box-Cox models","authors":"Tomson Ogwang, U. Rao","doi":"10.1111/1467-9884.00092","DOIUrl":"https://doi.org/10.1111/1467-9884.00092","url":null,"abstract":"SUMMARY In this paper we propose a simple algorithm for computing maximum likelihood estimates of an extended Box-Cox model where the same transformation is applied to the dependent variable as well as to the independent variable(s). Illustrative examples presented show that our algorithm performs very well in practical applications. The algorithm can easily be modified to accommodate more general models of the Box-Cox type including the classic Box-Cox model.","PeriodicalId":83973,"journal":{"name":"The Statistician : journal of the Institute of Statisticians","volume":"79 1","pages":"399-409"},"PeriodicalIF":0.0,"publicationDate":"1997-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76705559","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Optimum allocation in stratified random sampling via Hölder’s inequality","authors":"A. Csenki","doi":"10.1111/1467-9884.00096","DOIUrl":"https://doi.org/10.1111/1467-9884.00096","url":null,"abstract":"Optimum allocation in stratified random sampling leads to a constrained optimization problem which is usually solved by any of the following three approaches: by Lagrange multipliers, by converting the problem into an unconstrained optimization problem or, if the cost is a linear funct ion of the stratum sample sizes, by an argument involving the Cauchy–Schwarz inequality. The last of these three methods is extended here by way of Holder’s inequality to cover the case when the cost is a linear combination of some power of the stratum sample sizes. This approach has several advantages: it is elementary, it covers a broad class of cost functions and it avoids the back-substitu tion argument which, though elementary, tends to be cumbersome","PeriodicalId":83973,"journal":{"name":"The Statistician : journal of the Institute of Statisticians","volume":"1 1","pages":"439-441"},"PeriodicalIF":0.0,"publicationDate":"1997-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86434297","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Product maps for ranked preference data","authors":"D. Best, J. Rayner","doi":"10.1111/1467-9884.00088","DOIUrl":"https://doi.org/10.1111/1467-9884.00088","url":null,"abstract":"SUMMARY For randomized block and 'balanced incomplete block designs, nonparametric, treatment comparisons are usually made using the usual Friedman and Durbin tests and the multiple-comparisons approach. This permits an assessment of only the mean rankings. Such comparisons are here extended to permit linear (mean) and quadratic assessments simul taneously by the use of product maps incorporating confidence circles. If the blocks are judges or consumers then differences in quadratic effects can indicate product differences in consensus or market segmentation. Preference ranking to compare products is well known. Statistical procedures are commonly used to verify that apparent differences between products are due to other than chance effects. Anderson (1959) suggested a statistical procedure for comparing t products which had been ranked by n judges or consumers. This procedure is closely allied to Pearson's classical x2-test of homogeneity for a tXt table. Anderson (1959) noted that his proposed test statistic could be partitioned to give more information about the product comparisons. Best (1993) discussed such a partitioning, ob taining Friedman's rank test for comparing treatment means and a new statistic for comparing quadratic or dispersion effects. Schach (1979) discussed the asymptotic distribution theory for Anderson's statistic and extended it to balanced incomplete-block designs as well as random ized block designs. In this paper we use the partitioning suggested by Best (1993) to produce product reference maps which gr,oUR or classify the products. Section 2 gives definitions, Section 3 considers the accuracy of the approximate confidence circles ~d Sections 4 and 5 look at typical appli cations.","PeriodicalId":83973,"journal":{"name":"The Statistician : journal of the Institute of Statisticians","volume":"19 1","pages":"347-354"},"PeriodicalIF":0.0,"publicationDate":"1997-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81940249","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Fitting continuous bivariate distributions to data","authors":"E. Castillo, J. Sarabia, A. Hadi","doi":"10.1111/1467-9884.00089","DOIUrl":"https://doi.org/10.1111/1467-9884.00089","url":null,"abstract":"SUMMARY In this paper we are concerned with fitting bivariate distributions to data. Let X and Y be bivariate random variables with cumulative distribution function (CDF) F(x, y; 0), where 0 is an unknown, possibly vector-valued, parameter. To estimate 0 on the basis of an observed random sample from F(x, y; 0), we first express the predicted values of the random variables as functions of 0; then an estimate of 0 is obtained by minimizing the sum of the squares of the distances between the observed and predicted values. In the univariate case, this is straightforward because the inverse of the CDF is a single point, but in the bivariate case the inverse is a surface. We present ways for expressing the predicted values in the bivariate case as a function of 0. The idea is to use the joint and marginal CDFs as the basis for calculating the predicted values as functions of 0, thereby extending the univariate to the bivariate case. The method is illustrated by applications to several bivariate distributions such as the bivariate logistic, Pareto and exponential distributions. Simulation results indicate that the method performs well. The method is also applied to an example of real data. Finally, we briefly discuss possible extensions to the multivariate case.","PeriodicalId":83973,"journal":{"name":"The Statistician : journal of the Institute of Statisticians","volume":"81 1","pages":"355-369"},"PeriodicalIF":0.0,"publicationDate":"1997-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73564818","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Variance as a proxy for risk: the case of the binomial distribution","authors":"A. Sheldon, R. Sproule","doi":"10.1111/1467-9884.00085","DOIUrl":"https://doi.org/10.1111/1467-9884.00085","url":null,"abstract":"SUMMARY In a recent review of stochastic dominance, Levy has observed that there are (to date) three cases in which a meanpreserving increase in variance leads to the unequivocal reduction in the welfare of all risk averse individuals. These cases are defined by expected utility functions which have a quadratic von Neumann-Morgenstem utility function, a normal distribution or a log-normal distribution. This paper adds a fourth case to Levy's list of three by employing Sproule's mean-preserving transformation of the Bernoulli distribution and the Fu and Sproule generalization of the binomial distribution.","PeriodicalId":83973,"journal":{"name":"The Statistician : journal of the Institute of Statisticians","volume":"100 1","pages":"317-322"},"PeriodicalIF":0.0,"publicationDate":"1997-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78592880","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}