橄榄球联盟比赛的方差伽玛模型

IF 1.1 Q3 SOCIAL SCIENCES, MATHEMATICAL METHODS
J. Fry, Oliver Smart, Jean-Philippe Serbera, B. Klar
{"title":"橄榄球联盟比赛的方差伽玛模型","authors":"J. Fry, Oliver Smart, Jean-Philippe Serbera, B. Klar","doi":"10.1515/jqas-2019-0088","DOIUrl":null,"url":null,"abstract":"Abstract Amid much recent interest we discuss a Variance Gamma model for Rugby Union matches (applications to other sports are possible). Our model emerges as a special case of the recently introduced Gamma Difference distribution though there is a rich history of applied work using the Variance Gamma distribution – particularly in finance. Restricting to this special case adds analytical tractability and computational ease. Our three-dimensional model extends classical two-dimensional Poisson models for soccer. Analytical results are obtained for match outcomes, total score and the awarding of bonus points. Model calibration is demonstrated using historical results, bookmakers’ data and tournament simulations.","PeriodicalId":16925,"journal":{"name":"Journal of Quantitative Analysis in Sports","volume":"93 1","pages":"67 - 75"},"PeriodicalIF":1.1000,"publicationDate":"2020-03-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"A Variance Gamma model for Rugby Union matches\",\"authors\":\"J. Fry, Oliver Smart, Jean-Philippe Serbera, B. Klar\",\"doi\":\"10.1515/jqas-2019-0088\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract Amid much recent interest we discuss a Variance Gamma model for Rugby Union matches (applications to other sports are possible). Our model emerges as a special case of the recently introduced Gamma Difference distribution though there is a rich history of applied work using the Variance Gamma distribution – particularly in finance. Restricting to this special case adds analytical tractability and computational ease. Our three-dimensional model extends classical two-dimensional Poisson models for soccer. Analytical results are obtained for match outcomes, total score and the awarding of bonus points. Model calibration is demonstrated using historical results, bookmakers’ data and tournament simulations.\",\"PeriodicalId\":16925,\"journal\":{\"name\":\"Journal of Quantitative Analysis in Sports\",\"volume\":\"93 1\",\"pages\":\"67 - 75\"},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2020-03-24\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Quantitative Analysis in Sports\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1515/jqas-2019-0088\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"SOCIAL SCIENCES, MATHEMATICAL METHODS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Quantitative Analysis in Sports","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/jqas-2019-0088","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"SOCIAL SCIENCES, MATHEMATICAL METHODS","Score":null,"Total":0}
引用次数: 2

摘要

在最近的兴趣中,我们讨论了橄榄球联盟比赛的方差伽玛模型(应用于其他运动是可能的)。我们的模型是最近引入的伽玛差分布的一个特例,尽管使用方差伽玛分布的应用工作有着丰富的历史——特别是在金融领域。对这种特殊情况的限制增加了分析的可追溯性和计算的便利性。我们的三维模型扩展了经典的二维足球泊松模型。获得比赛结果、总分和奖励积分的分析结果。模型校准演示使用历史结果,博彩公司的数据和锦标赛模拟。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A Variance Gamma model for Rugby Union matches
Abstract Amid much recent interest we discuss a Variance Gamma model for Rugby Union matches (applications to other sports are possible). Our model emerges as a special case of the recently introduced Gamma Difference distribution though there is a rich history of applied work using the Variance Gamma distribution – particularly in finance. Restricting to this special case adds analytical tractability and computational ease. Our three-dimensional model extends classical two-dimensional Poisson models for soccer. Analytical results are obtained for match outcomes, total score and the awarding of bonus points. Model calibration is demonstrated using historical results, bookmakers’ data and tournament simulations.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Journal of Quantitative Analysis in Sports
Journal of Quantitative Analysis in Sports SOCIAL SCIENCES, MATHEMATICAL METHODS-
CiteScore
2.00
自引率
12.50%
发文量
15
期刊介绍: The Journal of Quantitative Analysis in Sports (JQAS), an official journal of the American Statistical Association, publishes timely, high-quality peer-reviewed research on the quantitative aspects of professional and amateur sports, including collegiate and Olympic competition. The scope of application reflects the increasing demand for novel methods to analyze and understand data in the growing field of sports analytics. Articles come from a wide variety of sports and diverse perspectives, and address topics such as game outcome models, measurement and evaluation of player performance, tournament structure, analysis of rules and adjudication, within-game strategy, analysis of sporting technologies, and player and team ranking methods. JQAS seeks to publish manuscripts that demonstrate original ways of approaching problems, develop cutting edge methods, and apply innovative thinking to solve difficult challenges in sports contexts. JQAS brings together researchers from various disciplines, including statistics, operations research, machine learning, scientific computing, econometrics, and sports management.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信