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Subject: Re: ELO & statistics question - confidence interval

Author: Osorio Meirelles

Date: 13:48:10 04/26/02

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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

















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