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.

Serbera_VarianceGammaModel(VoR).pdf - Published Version
All rights reserved.

Download (365kB) | Preview
Official URL: https://www.degruyter.com/view/journals/jqas/ahead...
Link to published version:: https://doi.org/10.1515/jqas-2019-0088


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: https://shura.shu.ac.uk/id/eprint/26406

Actions (login required)

View Item View Item


Downloads per month over past year

View more statistics