J. Fry, Oliver Smart, Jean-Philippe Serbera, B. Klar
{"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}
引用次数: 2
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.
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.
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