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Subject: Re: I'm wrong about 10-0 vs 60-40

Author: Walter Koroljow

Date: 19:39:18 02/05/01

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Thank you for the detailed reply.  I didn't know what the real problem was.  But
maybe I can help reconcile the two cases you talked about and take a small chip
out of the general case. As you did, let's forget about draws.  Let's compare
the probability of getting 60-40, say, with the stronger program to the
probability of getting it with the weaker program.  In general, a very good
simple approximation to the answer is:

Ratio = exp(8*eps*(x-N/2))

Where:

x = program score,
N = number of games played,
eps = We - 0.5 where We = win expectancy.

This approximation is excellent as long as eps is not too big and as long as N
is on the order of 10 or more.  Let us try a few cases:

N = 100, x = 60, We = 0.55, eps = 0.05.

Then Ratio = exp (8*0.05*(60-50)) = exp (4) = 54.6.

But, with the usual approach, using the (60,40) binomial term instead, canceling
some terms in the numerator and denominator, we get

Ratio = (.55/.45)^20 = 55.33.  A 1.3% error.

But the approximation becomes extremely accurate as We approaches 0.5.  Try:

N=100, x = 60, We = 0.51, eps = .01.

Ratio = exp(0.8) = 2.2255.  Compare this to (.51/.49)^20 = 2.2258.

This approximation means that two test results are equivalent as long as they
have the same value of eps*(x-N/2), since then the chance of confusing the two
programs is the same for the two results.  So here are some equivalent test
results with a probability of confusing the two programs at 8%:

N     x     We
10    10   .56
20    15   .56
20    20   .53
60    40   .53
60    60   .51
100   60   .53

It is hard to measure small differences!

For the record, the approximation is derived by approximating the binomial
distribution of scores with a normal distribution and then using it to calculate
the ratio of the two probabilities for getting the observed result with the two
programs.  I can supply more detail if anyone is interested.

Good luck,

Walter





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