Inferring Relative Ability from Winning Probability in Multientrant Contests

DOI10.1137/19M1276261zbMath1465.62172OpenAlexW3134225883MaRDI QIDQ4987717

Peter Cotton

Publication date: 4 May 2021

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/19m1276261

zbMATH Keywords

order statisticsasset pricinginverse problemsrank statisticsrisk-neutral pricingcoherent probabilityweb searchhorse racingBaseball Pythagorean theoremexactahandicappingquinellatrifecta

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Order statistics; empirical distribution functions (62G30)

Uses Software

• PlackettLuce
• Winning

Cites Work

• A combinatorial algorithm minimizing submodular functions in strongly polynomial time.
• A combinatorial, strongly polynomial-time algorithm for minimizing submodular functions
• Place probabilities in normal order statistics models for horse races
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