Tuesday, May 09, 2017

Enby Distribution, pt. 1: Pioneers

A few years ago, I attempted to demonstrate that one could do a decent job of estimating the distribution of runs scored per game by using the negative binomial distribution, particularly a zero-modified version given the propensity of an unadulterated negative binomial distribution to underestimate the probability of a shutout. I dubbed this modified distribution Enby.

I’m going to be re-introducing this distribution and adopting a modification to the key formula in this series, but I wanted to start by acknowledging that I am not the first sabermetrician to adopt the negative binomial distribution to the matter of the runs per game distribution. To my knowledge, a zero-modified negative binomial distribution had not been implemented prior to Enby, and while the zero-modification is a significant improvement to the model, it would be disingenuous not to acknowledge and provide an overview of the two previous efforts using the negative binomial distribution of which I am aware.

I acknowledged one of these in the original iteration of this series, but inadvertently overlooked the first. In the early issues of Bill James’ Baseball Analyst newsletter, Dallas Adams published a series of articles on run distributions, ultimately developing an unwieldy formula I discussed in the linked post. What I overlooked was an article in the August 1983 edition in which the author noted that the Poisson distribution worked for hockey, it would not work for baseball because the variance of runs per game is not equal to the mean, but rather is twice the mean. But a "modified Poisson" distribution provided a solution.

The author of the piece? Pete Palmer. Palmer is often overlooked to an undue extent when sabermetric history is recounted. While one could never omit Palmer from such a discussion, his importance is often downplayed. But the sheer volume of methods that he developed or refined is such that I have no qualms about naming him the most important technical sabermetrician by a wide margin. Park factors, run to win converters, linear weights, relative statistics, OPS for better or worse, the construct of an overall metric by adding together runs above average in various discrete components of the game...these were all either pioneered or greatly improved by Palmer. And while it is not nearly as widespread in use as his other innovations, you can add using the negative binomial distribution for the runs per game distribution the list.

Palmer says that he learned about this “modified Poisson” in a book called Facts From Figures by Maroney. The relevant formulas were:

Mean (u) = p/c
Variance (v) = u + u/c
p(0) = (c/(1 + c))^p
p(1) = p(0)*p/(1 + c)
p(2) = p(1)*(p + 1)/(2*(1 + c))
p(3) = p(2)*(p + 2)/(3*(1 + c))
p(n) = p(0)*(p*(p + 1)*(p + 2)*...*(p + n - 1)/(n!*(1 + c)^n)

The text that I used renders the negative binomial distribution as:

p(k) = (1 + B)^(-r) for k = 0
p(k) = (r)(r + 1)(r + 2)(r + 3)…(r + k - 1)*B^k/(k!*(1 + B)^(r + k)) for k >=1
mean (u) = r*B
variance(v) = r*B*(1 + B)

You may be forgiven for not immediately recognizing these two as equivalent; I did not at first glance. But if you recognize that r = p and B = 1/c, then you will find that the mean and variance equations are equivalent and that the formulas for each n or k depending on the nomenclature used are equivalent as well.

So Palmer was positing the negative binomial distribution to model runs scored. He noted that the variance of runs per game is about two times the mean, which is true. In my original Enby implementation, I estimated variance as 1.430*mean + .1345*mean^2, which for the typical mean value of around 4.5 R/G works out to an estimated variance of 9.159, which is 2.04 times the mean. Of course, the model can be made more accurate by allowing the ratio
if variance/mean to vary from two.

The second use of the negative binomial distribution to model runs per game of which I am aware was implemented by Phil Melita. Mr. Melita used it to estimate winning percentage and sent me a copy of his paper (over a decade ago, which is profoundly disturbing in the existential sense). Unfortunately, I am not aware of the paper ever being published so I hesitate to share too much from the copy in my possession.

Melita’s focus was on estimating W%, but he did use negative binomial to look at the run distribution in isolation as well. Unfortunately, I had forgotten his article when I started messing around with various distributions that could be used to model runs per game; when I tried negative binomial and got promising results, I realized that I had seen it before.

So as I begin this update of what I call Enby, I want to be very clear that I am not claiming to have “discovered” the application of the negative binomial distribution in this context. To my knowledge using zero-modification is a new (to sabermetrics) application of the negative binomial, but obviously is a relatively minor twist on the more important task of finding a suitable distribution to use. So if you find that my work in this series has any value at all, remember that Pete Palmer and Phil Melita deserve much of the credit for first applying the negative binomial distribution to runs scored per game.