Related papers: Predicting Baseball Home Run Records Using Exponen…
The Bayesian framework is ideally suited for induction problems. The probability of observing $x_t$ at time $t$, given past observations $x_1...x_{t-1}$ can be computed with Bayes' rule if the true distribution $\mu$ of the sequences…
The seminal Bradley-Terry model exhibits transitivity, i.e., the property that the probabilities of player A beating B and B beating C give the probability of A beating C, with these probabilities determined by a skill parameter for each…
In this paper it is demonstrated that the scoring at each PGA Tour stroke play event can be reasonably modeled as a Gaussian random variable. All 46 stroke play events in the 2007 season are analyzed. The distributions of scores are…
The baseball game is often seen as many contests that are performed between individuals. The duel between the pitcher and the batter, for example, is considered the engine that drives the sport. The pitchers use a variety of strategies to…
Professional baseball players are increasingly guaranteed expensive long-term contracts, with over 70 deals signed in excess of \$90 million, mostly in the last decade. These are substantial sums compared to a typical franchise valuation of…
The article reports a numerical investigation of the breakdown of a disordered system considering the effect of local stress concentration under the action of an external tensile force. The statistics of the record-breaking magnitudes of…
In population genetics, diffusions on the unit interval are often used to model the frequency path of an allele. In this setting we derive approximations for fixation probabilities, expected hitting times and the expected…
We investigate the statistics of three kinds of records associated with planar random walks, namely diagonal, simultaneous and radial records. The mean numbers of these records grow as universal power laws of time, with respective exponents…
Bairamov et al. (Aust N Z J Stat 47:543-547, 2005) characterize the exponential distribution in terms of the regression of a function of a record value with its adjacent record values as covariates. We extend these results to the case of…
We study a model of diffusion in a brownian potential. This model was firstly introduced by T. Brox (1986) as a continuous time analogue of random walk in random environment. We estimate the deviations of this process above or under its…
To manage and maintain large-scale cellular networks, operators need to know which sectors underperform at any given time. For this purpose, they use the so-called hot spot score, which is the result of a combination of multiple network…
We first consider the sequential detection of transient signals by generalizing the moving average chart to exponential family and study the false detection probability (FDP) and power of detection (POD) in the steady state. Then windowed…
We present a problem to be assigned or done as an in-class activity in an upper-division undergraduate course on computational physics. The problem involves a home run hit by Mickey Mantle on May 22, 1963, which he famously called ``the…
The prevalent model by Dixon and Coles (1997) extends the double Poisson model where two independent Poisson distributions model the number of goals scored by each team by moving probabilities between the scores 0-0, 0-1, 1-0, and 1-1. We…
The Robinson-Foulds (RF) distance is by far the most widely used measure of dissimilarity between trees. Although the distribution of these distances has been investigated for twenty years, an algorithm that is explicitly polynomial time…
The probability distribution of log-returns of financial time series, sampled at high frequency, is the basis for any further developments in quantitative finance. In this letter, we present experimental results based on a large set of time…
Predicting the results of sport matches and competitions is an arising research field, benefiting from the growing amount of available data and the novel data analytics techniques. Excellent forecasts can be achieved by advanced machine…
Modelling football outcomes has gained increasing attention, in large part due to the potential for making substantial profits. Despite the strong connection existing between football models and the bookmakers' betting odds, no authors have…
We empirically investigated the relationships between the degree of efficiency and the predictability in financial time-series data. The Hurst exponent was used as the measurement of the degree of efficiency, and the hit rate calculated…
Recent measurement technologies enable us to analyze baseball at higher levels. There are, however, still many unclear points around the pitching strategy. The two elements make it difficult to measure the effect of pitching strategy.…