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Originally Posted by Boris
Yea the SABR guys believe the same thing. At the end of the day it makes too much sense so probably won't happen for another 50 years.
If you have an ace reliever capable of pitching no more than one inning in general, it makes little sense to bring him in before the 9th. This is actually one area where a lot of so-called sabermetricians get it wrong, because they forget about the option value of not using a closer immediately, regardless of the situational leverage. The average 9th inning isn't of higher leverage than any other inning (if you include the ones that aren't played out) but you do have the best information. The only other situation where you'd consider putting your closer in is a close game in the 8th with runners on, but match-up considerations may be more important in that situation. In fact, if you think about it, this is one of the more correctly managed aspects of baseball in-game strategy.
The flip side of this is that in a single game playoff/game-7 situations, you should bring your best pitchers first. For most teams, the ideal order may be something like closer, setup-man, would-be starter, rest of bp/all other starters. Of course there are overwhelming psychological/physical considerations that counter the basic math.