Past exam of the mathematics course of the University of Cambridge / 2017 / ii / Paper 1 / 12J (Statistical Modelling)

Under the binomial distribution model's assumption of independent games with a common win probability $p$, the probability of winning a match isThis is also the cumulative distribution function $F_{6,6}(p)$ of a Beta distribution with parameters $(6,6)$: differentiation of the binomial tail gives $h^{\prime }(p)=11!p^5(1-p{)}^5/(5!{)}^2$, and $h(0)=0$. In particular $h$ is strictly increasing on $(0,1)$ and maps $[0,1]$ bijectively onto itself.

The new match probability is ${\tilde{P}}_{ab}=h(P_{ab})$, while the desired linear predictor remains the game-level log odds. Therefore the link function isIts endpoint values are $-\infty$ and $+\infty$. This is not the ordinary match-level log odds link: it first recovers the underlying game probability. Symmetry of the binomial tail gives $h(1-p)=1-h(p)$, hence $g(1-u)=-g(u)$, as required by swapping the players. Dependence or varying game probabilities within a match would invalidate the stated binomial-tail conversion.