An application of the generalized Poisson difference distribution to the Bayesian modelling of football scores

Shahtahmassebi, G ORCID: https://orcid.org/0000-0002-0630-2750 and Moyeed, R, 2016. An application of the generalized Poisson difference distribution to the Bayesian modelling of football scores. Statistica Neerlandica. ISSN 0039-0402

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Abstract

The analysis of sports data, in particular football match outcomes, has always produced an immense interest among the statisticians. In this paper, we adopt the generalised Poisson difference distribution (GPDD) to model the goal difference of football matches. We discuss the advantages of the proposed model over the Poisson difference (PD) model which was also used for the same purpose. The GPDD model, like the PD model, is based on the goal difference in each game which allows us to account for the correlation without explicitly modelling it. The main advantage of the GPDD model is its flexibility in the tails by considering shorter as well as longer tails than the PD distribution. We carry out the analysis in a Bayesian framework in order to incorporate external information, such as historical knowledge or data, through the prior distributions. We model both the mean and the variance of the goal difference and show that such a model performs considerably better than a model with a fixed variance. Finally, the proposed model is fitted to the 2012-13 Italian Serie A football data and various model diagnostics are carried out to evaluate the performance of the model.

Item Type:	Journal article
Publication Title:	Statistica Neerlandica
Creators:	Shahtahmassebi, G. and Moyeed, R.
Publisher:	Wiley-Blackwell
Date:	28 March 2016
ISSN:	0039-0402
Identifiers:	Number Type 10.1111/stan.12087 DOI
Divisions:	Schools > School of Science and Technology
Record created by:	Jonathan Gallacher
Date Added:	08 Jun 2016 07:46
Last Modified:	05 Mar 2018 03:00
URI:	https://irep.ntu.ac.uk/id/eprint/27941

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