It is well known that naive elo estimates after a finished SPRT test (like e.g. those returned by cutechess-cli) are quite biased. The following web page computes statistically correct elo estimates for finished SPRT tests.
http://hardy.uhasselt.be/Toga/sprt_elo.html
It is ok to enter the test data while the test is running but the returned results should of course not be used as a basis to stop the test (I can explain this in more detail...)!
For people that like mathematics: the web page is based on the following script
http://hardy.uhasselt.be/Toga/sprt_elo.py
(I also have a C++ version in case people are interested).
Statistically correct elo estimates from SPRT tests
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Statistically correct elo estimates from SPRT tests
Ideas=science. Simplification=engineering.
Without ideas there is nothing to simplify.
Without ideas there is nothing to simplify.
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Re: Statistically correct elo estimates from SPRT tests
Can I see the version in c ++?
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Re: Statistically correct elo estimates from SPRT tests
Ideas=science. Simplification=engineering.
Without ideas there is nothing to simplify.
Without ideas there is nothing to simplify.
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- Posts: 48
- Joined: Sat Nov 04, 2017 6:32 pm
- Location: Kazakhstan
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- Posts: 2272
- Joined: Mon Sep 29, 2008 1:50 am
Re: Statistically correct elo estimates from SPRT tests
Hi,
If you want to use the C++ code for something please download again. I have removed a few lines of dead code in brownian.cpp (they were already removed in the Python version). There is no effect on execution.
If you want to use the C++ code for something please download again. I have removed a few lines of dead code in brownian.cpp (they were already removed in the Python version). There is no effect on execution.
Ideas=science. Simplification=engineering.
Without ideas there is nothing to simplify.
Without ideas there is nothing to simplify.
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- Posts: 12541
- Joined: Wed Mar 08, 2006 8:57 pm
- Location: Redmond, WA USA
Re: Statistically correct elo estimates from SPRT tests
That Brent root finder has been around for a long time. I remember playing with it 25 years ago.
Taking ideas is not a vice, it is a virtue. We have another word for this. It is called learning.
But sharing ideas is an even greater virtue. We have another word for this. It is called teaching.
But sharing ideas is an even greater virtue. We have another word for this. It is called teaching.