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A Bayesian Analysis of a Poisson Random Effects Model for Home Run Hitters

 

作者: James Albert,  

 

期刊: The American Statistician  (Taylor Available online 1992)
卷期: Volume 46, issue 4  

页码: 246-253

 

ISSN:0003-1305

 

年代: 1992

 

DOI:10.1080/00031305.1992.10475898

 

出版商: Taylor & Francis Group

 

关键词: Gibbs sampling;Log-linear model;Outliers;Overdispersion;Simulation

 

数据来源: Taylor

 

摘要:

The problem of interest is to estimate the home run ability of 12 great major league players. The usual career home run statistics are the total number of home runs hit and the overall rate at which the players hit them. The observed rate provides a point estimate for a player's “true” rate of hitting a home run. However, this point estimate is incomplete in that it ignores sampling errors, it includes seasons where the player has unusually good or poor performances, and it ignores the general pattern of performance of a player over his career. The observed rate statistic also does not distinguish between the peak and career performance of a given player. Given the random effects model of West (1985), one can detect aberrant seasons and estimate parameters of interest by the inspection of various posterior distributions. Posterior moments of interest are easily computed by the application of the Gibbs sampling algorithm (Gelfand and Smith 1990). A player's career performance is modeled using a log-linear model, and peak and career home run measures for the 12 players are estimated.

 

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