Hi Jesus,Ajedrecista wrote:Regarding the asymmetric confidence intervals of Fritz GUI (I suppose it is Fritz GUI), I managed to get most of the numbers. At this moment:
I reached the following equations for the score bounds after many trials. I hope no typos:Code: Select all
Komodo 9.3 64-bit x24 - Stockfish 030116 64 POPCNT; 39 Games, +5 =30 -4, 51.3%, TP=+9 Elo, 68%->[-11,+65], 95%->[-31,+124], 99.7%->[-51,+191], predicted moves=63.6%
Code: Select all
µ = (wins + 0.5*draws)/games Assuming that Fritz GUI reports 1-sigma, 2-sigma and 3-sigma confidence intervals, for z-sigma confidence interval: (Lower score bound) = µ + z·ln(2·µ) - (2·z/3)·sqrt[µ·(1 - µ)/(games - 1)] (Upper score bound) = µ + z·ln(2·µ) + (2·z/3)·sqrt[µ·(1 - µ)/(games - 1)]
Your work is simply great!
I have always wondered WTF that asymmetry (or skew) in the ChessBase GUI confidence intervals was.
Now you pinpointed it, it is the term z·ln(2·µ)
(indeed, when wins=losses µ=1/2, the term is zero and there is no asymmetry
but as soon as wins-losses =1 or more, the asymmetry reappears in the ChessBase GUI confidence intervals )
But how can that rather large asymmetry be interpreted ?
Looks crazy !...

