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Joined: 06 May 2009
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Post subject: Re: Critter 1.4a x64 SSE4 vs Houdini 2.0c Pro x64 match resu    Posted: Sun Mar 18, 2012 12:26 am

Houdini wrote:
 Adam Hair wrote: My actual source is a statistical textbook, but the Wikipedia entry for "prediction interval" also has the formula for computing the endpoints of the interval. For computing the variance, I used the approximation Error = 100%* Sqrt((score*(1-score)-0.25*draw%)/games).

You cannot use this variance for predicting a second engine match from a first match engine result, in that case you need to multiply it by 2.
See the "prediction interval" Wikepedia page you refer to, paragraph "Unknown mean, known variance".
http://en.wikipedia.org/wiki/Prediction_interval

The variance for predicting a future "observation" is (1 + 1/n) larger than the known population variance, with n the number of previous observations.
In this case we only have a single previous "observation" (engine match), so n = 1 and the variance is twice as high as the population variance.
This leads to 1.4 times higher error bars than the formula you cite above, exactly like I said in my previous post.

Robert

You are correct. I screwed up by making n = 150, the number of games in Ingo's sample, instead of 1, the number of samples upon which the prediction was being made.

Thanks for setting me straight.
 Display posts from previous: All Posts1 Day7 Days2 Weeks1 Month3 Months6 Months1 Year Oldest FirstNewest First
Subject Author Date/Time
Brent M Fri Mar 16, 2012 2:50 pm
Robert Houdart Fri Mar 16, 2012 3:15 pm
Brent M Fri Mar 16, 2012 3:23 pm
Robert Houdart Fri Mar 16, 2012 4:08 pm
Adam Hair Sat Mar 17, 2012 1:02 pm
Robert Houdart Sat Mar 17, 2012 2:27 pm
Marijan Stipancic jr Sat Mar 17, 2012 3:37 pm
Robert Houdart Sun Mar 18, 2012 1:49 am
Marijan Stipancic jr Sun Mar 18, 2012 2:19 am
Bram Mourik Sun Mar 18, 2012 11:03 am
Robert Houdart Sun Mar 18, 2012 12:38 pm
Adam Hair Sat Mar 17, 2012 4:25 pm
Robert Houdart Sat Mar 17, 2012 7:32 pm
Adam Hair Sat Mar 17, 2012 9:43 pm
Robert Houdart Sat Mar 17, 2012 10:43 pm
Re: Critter 1.4a x64 SSE4 vs Houdini 2.0c Pro x64 match resu Adam Hair Sun Mar 18, 2012 12:26 am
Brent M Mon Mar 19, 2012 12:33 am
Robert Houdart Mon Mar 19, 2012 11:38 am
Brent M Mon Mar 19, 2012 12:24 pm
Richard Vida Mon Mar 19, 2012 12:57 pm
Brent M Mon Mar 19, 2012 1:03 pm
pal larkin Wed Mar 21, 2012 3:07 am
Richard Allbert Sun Mar 18, 2012 1:25 pm
Robert Houdart Sun Mar 18, 2012 2:03 pm
Richard Allbert Sun Mar 18, 2012 3:35 pm
Dr.Wael Deeb Sun Mar 18, 2012 5:59 pm

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