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zhouyu · 2022年11月06日

TP = True positive = 5,290怎么得到?

* 问题详情,请 查看题干

NO.PZ202208300200000401

问题如下:

Based on the results provided for the ALPHA model (Exhibit 1) and its associated documentation, the precision of the model is closest to:

选项:

A.75.4%. B.85.5%. C.95.1%.

解释:

Solution

C is correct. Precision (P) = TP/(TP + FP), where

TP = True positive = 5,290

FP = False positive = Type 1 error = 273

FN = False negative = Type 2 error = 894

P = 5,290/(5,290 + 273)

= 5,290/5,563

= 95.1%.

A is incorrect. The calculation incorrectly uses the total number of predictions in the denominator: 5,290/7,018 = 75.4%.

B is incorrect. The calculation uses the correct equation but incorrectly treats a Type 2 error as a false positive and a Type 1 error as a false negative:

P = TP/(TP + FP)

= 5,290/(5,290 + 894)

= 5,290/6,184

= 85.5%.

TP = True positive = 5,290怎么得到?


1 个答案

星星_品职助教 · 2022年11月07日

同学你好,

TP代表预测结果和实际结果一致。

根据题干中的“the ALPHA model that compared expected and actual defaults”,可知预测的是是否“default”。

所以,本题中的TP代表预测结果为“default”,实际也是真的default。即模型预测正确。

根据题干:Lovell confirms that the model was able to correctly predict a default in 5,290 instances of the model prediction,可以直接得出TP=5,290.