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Rollouts - Long

Posted By: Matt Cohn-Geier
Date: Friday, 2 January 2009, at 4:50 a.m.

In Response To: Rollouts - Long (Rich Munitz)

GNU's "standard error" is standard deviation. The JSD (joint standard deviation) between 2 plays is determined by adding the individual variances: sqrt ((SD of play 1)^2 + (SD of play 2)^2)).

So Stick's first rollout is TCTC (0.5 JSDs separation), but his second rollout has 2.43 JSDs separation. I don't remember how to calculate the standard deviation <-> confidence interval stuff anymore but keep in mind that 1 JSD corresponds to about 84.1% confidence interval, 2 JSDs are about 97.7%, and 3 JSDs are about 99.9% confidence, so it is somewhere around 99% that 64R is better, according to the second rollout. This is different from how Snowie reports its confidence intervals as 95% around one play; in order to get the JSD there, you have to first determine the SD of each play and then compare them.

So, for the JSDs between the two ROLLOUTS:

There's about 10.9 JSDs separating 64S in the two rollouts, and about 8.5 JSDs separating 64R in the two rollouts. That should never happen and clearly isn't a matter of chance.

I am somewhat less optimistic than Stick; I am not sure the seed # is a factor here.

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