In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies

DOI10.1214/07-AOAS138SUPPMaRDI QIDQ2482971zbMATHFDO

Publication date 30 April 2008

Published in The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0803.3697

empirical Bayes FDR hierarchical Bayes sports variance stabilization harmonic prior hitting streaks hot-hand

Bayesian inference (62F15) Applications of statistics (62P99) Empirical decision procedures; empirical Bayes procedures (62C12) Nonparametric inference (62G99)

Abstract: Batting average is one of the principle performance measures for an individual baseball player. It is natural to statistically model this as a binomial-variable proportion, with a given (observed) number of qualifying attempts (called ``at-bats), an observed number of successes (``hits) distributed according to the binomial distribution, and with a true (but unknown) value of

p_{i}

that represents the player's latent ability. This is a common data structure in many statistical applications; and so the methodological study here has implications for such a range of applications. We look at batting records for each Major League player over the course of a single season (2005). The primary focus is on using only the batting records from an earlier part of the season (e.g., the first 3 months) in order to estimate the batter's latent ability,

p_{i}

, and consequently, also to predict their batting-average performance for the remainder of the season. Since we are using a season that has already concluded, we can then validate our estimation performance by comparing the estimated values to the actual values for the remainder of the season. The prediction methods to be investigated are motivated from empirical Bayes and hierarchical Bayes interpretations. A newly proposed nonparametric empirical Bayes procedure performs particularly well in the basic analysis of the full data set, though less well with analyses involving more homogeneous subsets of the data. In those more homogeneous situations better performance is obtained from appropriate versions of more familiar methods. In all situations the poorest performing choice is the na"{{i}}ve predictor which directly uses the current average to predict the future average.

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