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arXiv · 2011.04384

Continuous-time state-space modelling of the hot hand in basketball

Sina Mews·Marius Ötting
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Abstract

We investigate the hot hand phenomenon using data on 110,513 free throws taken in the National Basketball Association (NBA). As free throws occur at unevenly spaced time points within a game, we consider a state-space model formulated in continuous time to investigate serial dependence in players' success probabilities. In particular, the underlying state process can be interpreted as a player's (latent) varying form and is modelled using the Ornstein-Uhlenbeck process. Our results support the existence of the hot hand, but the magnitude of the estimated effect is rather small.

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Sina Mews, Marius Ötting. 2020-11-09. Continuous-time state-space modelling of the hot hand in basketball. https://doi.org/10.1007/s10182-021-00410-y

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