A Variance Gamma model for Rugby Union matches

FRY, John, SMART, Oliver, SERBERA, Jean-Philippe and KLAR, Bernhard (2020). A Variance Gamma model for Rugby Union matches. Journal of Quantitative Analysis in Sports.

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Link to published version:: https://doi.org/10.1515/jqas-2019-0088
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    Amid much recent interest we discuss a Variance Gamma model for Rugby Union matches (applications to other sports are possible). Our model emerges as a special case of the recently introduced Gamma Difference distribution though there is a rich history of applied work using the Variance Gamma distribution – particularly in finance. Restricting to this special case adds analytical tractability and computational ease. Our three-dimensional model extends classical two-dimensional Poisson models for soccer. Analytical results are obtained for match outcomes, total score and the awarding of bonus points. Model calibration is demonstrated using historical results, bookmakers’ data and tournament simulations.

    Item Type: Article
    Uncontrolled Keywords: 0104 Statistics; 0913 Mechanical Engineering; 1106 Human Movement and Sports Sciences
    Identification Number: https://doi.org/10.1515/jqas-2019-0088
    SWORD Depositor: Symplectic Elements
    Depositing User: Symplectic Elements
    Date Deposited: 04 Jun 2020 14:00
    Last Modified: 05 May 2021 01:18
    URI: http://shura.shu.ac.uk/id/eprint/26406

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