How does the additional length of a 5 set match help the stronger player? Commenters to my previous post point out the direct way: it lowers the chance of a fluke in which the weaker player wins with a streak of luck. But there’s another way and it can in principle be identified in data.
To illustrate the idea, take an extreme example. Suppose that the stronger player, in addition to having a greater baseline probability of winning each set, also has the ability to raise his game to a higher level. Suppose that he can do this once in the match and (here’s the extreme part) it guarantees that he will win that set. Finally, suppose that the additional effort is costly so other things equal he would like to avoid it. When will he use his freebie?
Somewhat surprisingly, he will always wait until the last set to use it. For example, in a three set match, suppose he loses the first set. He can spend his freebie in the second set but then he has to win the third set. If he waits until the third set, his odds of winning the match are exactly the same. Either way he needs to win one set at the baseline odds.
The advantage of waiting until the third set is that this allows him to avoid spending the effort in a losing cause. If he uses his freebie in the second set, he will have wasted the effort if he loses the third set. Since the odds of winning are independent of when he spends his effort, it is unambiguously better to wait as long as possible.
This strategy has the following implications which would show up in data.
- In a five set match, the score after three sets will not be the same (statistically) as the score in a three set match.
- In particular, in a five-set match the stronger player has a lower chance of winning a third set when the match is tied 1-1 than he would in a three set match.
- The odds that a higher seeded player wins a fifth set is higher than the odds that he wins, say, the second set. (This may be hard to identify because, conditional on the match going to 5 sets, it may reveal that the stronger player is not having a good day.)
- If the baseline probability is close to 50-50, then a 5 set match can actually lower the probability that the stronger player wins, compared to a 3 set match.
This “freebie” example is extreme but the general theme would always be in effect if stronger players have a greater ability to raise their level of play. That ability is an option which can be more flexibly exercised in a longer match.
Cheap Talk 
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May 29, 2011 at 6:26 pm
Jonathan Weinstein
As a longtime tennis observer, I think the biggest effect of 5-set matches is to increase the importance of stamina. On the table as potential effects are 1. The Law of Large numbers effect, as in previous comments, 2. The playing big on big points effect, which is Jeff’s focus, and 3. the stamina effect.
#1 is the easiest to quantify. Some quick Excel calculations show, *assuming i.i.d. sets*, that the biggest 5 vs. 3 premium is when the favorite is about 72% to win each set. He is then about 81% to win a 3-setter and 86% in 5 (actual max difference about 5.3%.) That’s actually a pretty big difference; when you magnify over a tournament, playing several matches where you are 86% instead of 81% could really make a difference in your winning chances. (Note that top players are much better than 72% favorites each set against average players; the LOLN effect only matters a lot for them in later rounds.)
#2 is much harder (needs data) to quantify, but in every sport where it’s been tested, playing big in big moments has been a myth, right? You never know, tennis could be different, but doubt would be an appropriate state. Also, it could even be the player who is generally inferior who has more capacity to raise his game.
#3 is the one that most non-mathematical tennis players would pick out as biggest, and they might be right. 5-setters are really, really taxing. Of course, if you’re good enough, that’s irrelevant; Sampras was not considered to have especially good stamina, but won 14 majors, very rarely playing 5-setters to my recollection.