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A Variance Gamma model for Rugby Union matches

Fry, John
; 
Smart, O.
; 
Serbera, J-P.
; 
Klar, B.
Publication Date
2021
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Keywords
Football, Poisson distribution, Soccer, Sports analytics, Rugby Union, Variance Gamma distribution
Rights
(c) 2021 BE Press. Full-text reproduced in accordance with the publisher's self-archiving policy.
Peer-Reviewed
Yes
Open Access status
openAccess
Accepted for publication
24/03/2020
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Department
Awarded
Embargo end date
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Management and Law Publications
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Abstract
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.
URI
http://hdl.handle.net/10454/17767
Version
Accepted manuscript
Citation
Fry J, Smart O, Serbera J-P and Klar B (2021) A Variance Gamma model for Rugby Union matches. Journal of Quantitative Analysis in Sports. 17(1): 67-75.
Link to publisher’s version
Link to published version
Link to Version of Record
https://doi.org/10.1515/jqas-2019-0088
Type
Article
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Notes