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Subject: Re: ELO variance

Author: Andrew Wagner

Date: 14:47:06 05/25/04

Go up one level in this thread


On May 25, 2004 at 17:02:01, Bas Hamstra wrote:

>On May 25, 2004 at 16:39:38, Andrew Wagner wrote:
>
>>On May 25, 2004 at 15:49:22, Bas Hamstra wrote:
>>
>>>Supposed you played a huge automated tournament, and ratings were automatically
>>>calculated (like in Arena) and displayed for all participants. Then, would it be
>>>possible to derive/calculate the sigma, 2*sigma, 3*sigma rating
>>>rating-intervals? If so how?
>>>
>>>
>>>
>>>Ciao,
>>>
>>>Bas.
>>
>>Hi. I'm not sure what you mean by 2*sigma and 3*sigma. The are not statistically
>>significant, so far as I know. Variance is sigma^2 (i.e. sigma * sigma). The
>>formula for this is: sum((x - average)^2)/N. So, let's take a few ratings for an
>>example:
>>2400
>>2432
>>2414
>>2443
>>
>>The average is 2422.25. Therefore, we have (22.25^2) + (9.75^2) + (8.25^2) +
>>(19.75^2) in the numerator. That's 1048.25. And our N here is 4 because we have
>>4 ratings, so our answer is 1048.25/4 or 262. That's the variance. Taking the
>>square root, we get 16.2, which is sigma (standard deviation). Hope that helps.
>>Andrew
>
>What I mean is in a "normal" distribution you can expect values to lie in the
>interval [Mean-sigma, Mean+sigma] with 65% confidence. For +- 2*sigma borders
>the confidence is 95% and for 3*sigma it's 99.7%.
>
>What I like to calculate is after a tournament with n participants, over a
>certain number of rounds, with 95% confidence: what is the rating interval of
>program A, program B, etc.

Ok, so for each program, calculate the mean and sigma (standard deviation) as I
did above. Then just multiply by 2 or 3 and you have your window around the
average.



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