Do my homework

May 25, 2009 21:02

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Comments 6

kudzita May 26 2009, 03:36:21 UTC
Delightful! Katie and I drive down tomorrow - we must hang out at some point.

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coleoptera May 26 2009, 03:45:56 UTC
Everyone's home when I can't be! We're having a 4th of July party though - can you come?

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jmermin May 27 2009, 05:32:44 UTC
I'm afraid not. I have to be in Stillwater that week, dealing with details.

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haamel May 26 2009, 15:07:33 UTC
Well, if you want a measure of "Gaussianness" of a dataset, in this case the set of (actual-predicted) margins, I'm fond of constructing a Normal Quantile Plot and then using Simple Linear Regression to fit the resulting graph. In more detail:

1) Construct N-element (actual-predicted) dataset, sorted numerically
2) Assign probabilities from 1/N to (N-1)/N in sorted order
3) Convert probabilities to sigma using the Inverse Cumulative Normal Function
4) Fit y=mx+b to the (data,sigma) graph using SLR

The resulting r^2 (and corresponding confidence statistics) from the SLR will give you a measure of Normalcy.

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fractal9091 May 26 2009, 22:12:24 UTC
You mean (actual-predicted) final margins? It's not entirely clear how you're trying to relate scores to the probability of winning the game.

The standard approach (in Economics, at least) that assumes Normality would be to fit a Probit model to the data; the probability of winning as a function of the predicted margin. Note that this doesn't require the actual margin to have a Normal distribution, only the unobserved probability of victory (of which the actual margin is a special case).

I'll think about this some more.

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jmermin May 27 2009, 05:30:30 UTC
Hmm. That sounds... intelligent. Thanks.

Now I just have to figure out how to use a spreadsheet...

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