世界棒球经典赛得分
Runs Scored in World Baseball Classic

原始链接: https://entropicthoughts.com/sums-of-overdispersed-counts

将单队单场比赛得分建模为 NB(μ=4.3, r=3.4)。对于14场独立比赛,总得分服从 NB(μ=60.2, r=47.6),利用 n 个 NB(μ,r) 变量之和为 NB(nμ, nr) 的恒等式。这得到总得分的90%预测区间为42–80跑,比35–87的基准更窄,反映更细致的建模和更低的噪声。

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原文

We modeled the count for one team in one game as \(\mathrm{NB}(\mu=4.3, r=3.4)\). We want the total number for all seven games in the knockout stages; that’s 14 draws from the distribution above.

Now, the negative binomial distribution has a convenient identity:

\[x_i \sim \mathrm{NB}(r, p) \Longrightarrow \sum_i^n x_i \sim \mathrm{NB}(nr, p)\]

This says that if we have parametrised the negative binomial distribution with \((r, p)\) and we want the distribution of the sum of 14 such random values, we can use the negative binomial distribution with parameters \((14r, p)\).

We don’t have \((r, p)\), though, we have \((\mu, r)\). We could convert that to \((r, p)\) and then convert back, but there’s a more fun way: we can prove a corresponding version of the identity for our parametrisation on our own! We want to find \(\mu'\) and \(r'\) such that

\[x_i \sim \mathrm{NB}(\mu, r) \Longrightarrow \sum_i^n x_i \sim \mathrm{NB}(\mu', r')\]

We start with the parameter transformation

\[p(\mu, r) = \frac{r}{r + \mu}\]

which lets us rephrase the first identity to

\[x_i \sim \mathrm{NB}(r, p(\mu, r)) \Longrightarrow \sum_i^n x_i \sim \mathrm{NB}(nr, p(\mu', nr))\]

For this to be true still, we need to find the value of \(\mu'\) that makes \(p(\mu', nr) = p(\mu, r)\). That means we need to make it so that

\[\frac{r}{r + \mu} = \frac{nr}{nr + \mu'}\]

This happens when \(\mu' = n\mu\) because then we get

\[\frac{nr}{nr + \mu'} = \frac{nr}{nr + n\mu} = \frac{nr}{n(r + \mu)} = \frac{r}{r + \mu}\]

Thus, the identity we are looking for is simply

\[x_i \sim \mathrm{NB}(\mu, r) \Longrightarrow \sum_i^n x_i \sim \mathrm{NB}(n\mu, nr)\]

How convenient.8 The convenience makes it even more strange that I couldn’t find anyone stating this version of the identity. I must have overlooked something.

This means the number of runs scored in the knockout stages of the 2026 wbc is probably distributed as \(\mathrm{NB}(\mu=14 \times 4.3, r=14 \times 3.4)\). That gives us a forecast of 42–80 at 90 % confidence.

The new interval of 42–80 based on more detailed modeling is better (narrower) than the baseline we had at 35–87. That’s what we hoped for. Now that we approached it as the sum of 14 independent-but-lumpy counts, we both used more data to estimate the variation, and we average out some of the noise when we sum it all together.

Go forth and use the negative binomial distribution when appropriate!

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