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Subject: Re: ELO & statistics question - confidence interval

Author: Uri Blass

Date: 20:12:36 04/26/02

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On April 26, 2002 at 16:48:10, Osorio Meirelles wrote:

>On April 26, 2002 at 09:29:26, Gian-Carlo Pascutto wrote:
>
>>Given a score from a series of games, y, we can calculate
>>the ELO difference between the two players as:
>>
>>x = -400*log((1-y)/y)
>>
>>My question is now, how do we calculate the error margins
>>on this value?
>>
>>--
>
>Gian-Carlo, I would recomend that first we get the standard deviation for y,
>which is :
>
>    std(Y) = square_root( y*(1-y)/ n ) where n is the number of games.
>
>    A 95% confidence interval for y is:
>
>    [ y - 1.96*std(Y) , y + 1.96*std(Y)]
>
>    make h1 = y - 1.96*std(Y)   this is the y lower bound
>    make h2 = y + 1.96*std*(Y)  this is the y upper bound
>
>   Since x = -400*log((1-y)/y), the confidence interval for x would be:
>
>   -400*log( (1-h1)/h1) ) lower bound
>
>   -400*log( (1-h2)/h2) ) upper bound

It is truth when there are no draws and when the number of games is big.
Draws reduce the standard deviation of y and if the number of games is not big
the distribution of y is not close to be normal and it cause the formula to be
wrong.

I did not consider draws in my previous post in this subject.

Uri



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