BGonline.org Forums

Variance Reduction

Posted By: Bob Koca
Date: Friday, 18 July 2014, at 12:51 p.m.

In Response To: Variance Reduction (rambiz)

It is not really any different than CI in general.

Suppose you have a RO of a game with about 80% win chance without using VR. You get a sequence of numbers like 1 0 1 1 1 1 0 1 1 1 1 1 1 1 1 0 0 1 1 ... 1 One can get the sample mean for your estimate and can get the sample deviation for use in making the CI.

If the RO does use VR the same process is used. The numbers will just be like .75 .82 .74 .91 .78 1.03 .79 .83 ... .81 instead.

Tim Chow might get picky here but a normal distribution approximation is fine in both cases.

Messages In This Thread

• DQ: Consider the bar point?
  leobueno -- Wednesday, 16 July 2014, at 11:33 a.m.
  • DQ: Consider the bar point?
    Wolfgang -- Wednesday, 16 July 2014, at 12:31 p.m.
  • DQ: Consider the bar point?
    ah_clem -- Wednesday, 16 July 2014, at 2:06 p.m.
    • Calculating gammon values
      Tom Keith -- Wednesday, 16 July 2014, at 4:07 p.m.
      • Calculating gammon values
        Bob Koca -- Wednesday, 16 July 2014, at 6:42 p.m.
      • Calculating gammon values
        Bob Koca -- Wednesday, 16 July 2014, at 6:45 p.m.
      • Calculating gammon values
        phil simborg -- Thursday, 17 July 2014, at 12:55 a.m.
  • 62S-53P-63
    Nack Ballard -- Wednesday, 16 July 2014, at 3:09 p.m.
    • 62S-53P-63
      leobueno -- Wednesday, 16 July 2014, at 3:30 p.m.
  • Interesting Variants: 62S-31P-61 – 62S-42P-61 – 62S-53P-61
    Taper_Mike -- Wednesday, 16 July 2014, at 9:57 p.m.
    • Interesting Variants: 62S-31P-61 – 62S-42P-61 – 62S-53P-61
      Nack Ballard -- Thursday, 17 July 2014, at 12:15 a.m.
      • Interesting Variants: 62S-31P-61 – 62S-42P-61 – 62S-53P-61
        Igor -- Thursday, 17 July 2014, at 1:46 a.m.
    • 62S-31P-61 – 62S-42P-61 – 62S-53P-61 – 3-ply XG2 Rollouts
      Taper_Mike -- Friday, 18 July 2014, at 8:38 a.m.
  • DQ: Consider the bar point?
    ben -- Wednesday, 16 July 2014, at 10:41 p.m.
  • DQ: Consider the bar point? *** Rollout ***
    leobueno -- Thursday, 17 July 2014, at 11:13 a.m.
    • 62S-53P-63, Rollout for money
      Nack Ballard -- Thursday, 17 July 2014, at 2:15 p.m.
      • 62S-53P-63, 1296 trial Rollout AtS
        ah_clem -- Thursday, 17 July 2014, at 7:07 p.m.
        • 62S-53P-63, 1296 trial Rollout At reversed score
          ah_clem -- Thursday, 17 July 2014, at 8:38 p.m.
          • 62S-53P-63, 1296 trial Rollout At reversed score
            Bob Koca -- Thursday, 17 July 2014, at 11:16 p.m.
    • DQ: Consider the bar point? *** Rollout ***
      Timothy Chow -- Thursday, 17 July 2014, at 11:38 p.m.
      • DQ: Consider the bar point? *** Rollout ***
        Bob Koca -- Friday, 18 July 2014, at 12:59 a.m.
      • DQ: Consider the bar point? *** Rollout ***
        Tom Keith -- Friday, 18 July 2014, at 2:12 a.m.
        • DQ: Consider the bar point? *** Rollout ***
          leobueno -- Friday, 18 July 2014, at 11:23 a.m.
          • DQ: Consider the bar point? *** Rollout ***
            Bob Koca -- Friday, 18 July 2014, at 12:45 p.m.
          • DQ: Consider the bar point? *** Rollout ***
            Timothy Chow -- Friday, 18 July 2014, at 10:14 p.m.
        • DQ: Consider the bar point? *** Rollout ***
          Timothy Chow -- Friday, 18 July 2014, at 10:00 p.m.
          • DQ: Consider the bar point? *** Rollout ***
            Tom Keith -- Saturday, 19 July 2014, at 12:02 p.m.
            • DQ: Consider the bar point? *** Rollout ***
              Bob Koca -- Saturday, 19 July 2014, at 4:38 p.m.
              • DQ: Consider the bar point? *** Rollout ***
                Tom Keith -- Saturday, 19 July 2014, at 6:24 p.m.
                • DQ: Consider the bar point? *** Rollout ***
                  Timothy Chow -- Wednesday, 23 July 2014, at 10:12 p.m.
                  • DQ: Consider the bar point? *** Rollout ***
                    Tom Keith -- Thursday, 24 July 2014, at 12:44 a.m.
      • Variance Reduction
        rambiz -- Friday, 18 July 2014, at 7:51 a.m.
        • Variance Reduction
          Bob Koca -- Friday, 18 July 2014, at 12:51 p.m.
        • Variance Reduction
          Timothy Chow -- Friday, 18 July 2014, at 10:27 p.m.
          • Variance Reduction
            rambiz -- Saturday, 19 July 2014, at 12:33 p.m.
            • Variance Reduction
              Tom Keith -- Saturday, 19 July 2014, at 1:23 p.m.
            • Variance Reduction
              Bob Koca -- Saturday, 19 July 2014, at 4:34 p.m.
              • Variance Reduction
                rambiz -- Saturday, 19 July 2014, at 9:12 p.m.
                • Variance Reduction
                  Bob Koca -- Monday, 21 July 2014, at 12:37 a.m.
                  • Variance Reduction
                    rambiz -- Monday, 21 July 2014, at 3:01 p.m.
                    • Variance Reduction
                      Tom Keith -- Monday, 21 July 2014, at 5:53 p.m.
                      • Variance Reduction
                        rambiz -- Monday, 21 July 2014, at 6:19 p.m.
                        • Variance Reduction
                          Bob Koca -- Monday, 21 July 2014, at 6:37 p.m.
                          • Variance Reduction
                            rambiz -- Monday, 21 July 2014, at 9:42 p.m.
                            • Variance Reduction
                              Bob Koca -- Tuesday, 22 July 2014, at 3:53 a.m.
                              • Variance Reduction
                                rambiz -- Tuesday, 22 July 2014, at 6:27 p.m.
                                • Variance Reduction
                                  Maik Stiebler -- Wednesday, 23 July 2014, at 1:33 p.m.
                                  • Variance Reduction
                                    rambiz -- Friday, 25 July 2014, at 4:58 p.m.
        • Variance Reduction
          Neil Robins -- Wednesday, 23 July 2014, at 10:47 p.m.
        • Variance Reduction
          Timothy Chow -- Saturday, 26 July 2014, at 8:14 p.m.
          • Slight correction
            Timothy Chow -- Sunday, 27 July 2014, at 2:53 p.m.
            • Slight correction
              Bob Koca -- Monday, 28 July 2014, at 12:33 a.m.
              • Slight correction
                Timothy Chow -- Monday, 28 July 2014, at 4:54 p.m.
          • Variance Reduction
            Bob Koca -- Monday, 28 July 2014, at 12:36 a.m.